Basically it means it is building the AI navigation map from all the static entities on your map. I thought there was a way of getting that saved with the standalone, i.e. run test game prior to save-standalone or something similar but I'm thinking you would need to have run all the levels of your game for that to be the case.
synchromesh mentioned something about this a while ago so probably worth PM'ing him.
Been there, done that, got all the T-Shirts!