You will get this error if you try to move an SBM item with the report mover with a Sprint selected on the Right side of the screen as the target in the drop down. The purpose of the report mover tool is to move items into Product Backlogs, Release Backlogs or Backlogs under a Product and not straight into a Sprint. After moving the items to one of these backlogs you would then use Agile to put the items into Sprints.
In the example above for SBM the value for "Enhancement Request" can be found using either the SBM Administrator or Composer. Look for the field listing for one called "Type" and the values in the "Selections" section in the Administrator tool or "Value" section in Composer.