"No path leading to one of our keys found"

[Robert Krueger]

I'm receiving an error msg I don't know how to correct.  Here's the
typical session:

.....
Good signature from < Sender >
Could not find a valid trust path to the key.  Let's see whether we can
assign some missing owner trust values.

No Path leading to one of our keys found.

WARNING:  this key is not certified with a trusted signature
......

Anyhow, the decryption takes place ok, but I get these messages.  I
think the WARNING is because I haven't assigned a level of trust to the
particular key owner's public key, but the two references to "path"
problems I cannot correct.
Can someone help?

Thanks,
Robert