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mirror body!
You are mirroring face. You should try mirroring body. In mirror command there are 3 options basically.
Feature
Face
Body.
Thank you Sudhir. That really worked. I couldn't get one thing. When I tried to mirror other surfaces using "face" option, that worked, but why not this part?
mirroring face only creates a face.. which can't be used as a body for other operations. In this case similar things happened!
I don't think there is anything wrong here, I am guessing that you rolled back your feature tree to create some geometry and then rolled forward again. however the feature you created has either deleted or merged an existing surface body into another one. the mirror is still looking for that body, the original mirror feature might have had 2 or more bodies mirrored and that is what it is telling you. when you then close that window it should say "features no longer selected will be deleted, ok?" and it should remove that reference.