This happens when you attempt to make the extension e-file on a return that does not have an 4868 Extension form loaded.
To resolve this problem, open the return, and then go to the Main Info page. The return must have a 4868 form loaded and checked off. Verify that the return is marked for "extension" and not "tax return" in the PIN section.
This information applies to all years of the UltimateTax software.