All three are in Auto mode. I have been through the whole dial and it looks like I am looking through tinted glass. all of the lenses are in auto mode with the VR on.
What mode is the CAMERA in? Put the camera in "A" mode. (A is for aperture, not automatic) Select the widest aperture that you can (the smallest number that your lens will allow) . Make sure the lens cap is not on the lens. (not trying to be funny). Go outside in the daylight and see what happens. If your cam still gives you that message look at what shutter speed the camera is giving you.
If your camera still gives you that message, there is something wrong.