This means you can only have 1 dataview in a form connected to the New button, this means no Form Titles or Tables outside the dataview.
You can add a title to the popup window by clicking the New button, going to the properties and editing 'Popup title'. You can also change the popup type to Content at 'Edit Location 'but this would make the user leave the datagrid when pressing it, which can be bothersome for small forms.