Why does the system show warning message ‘ Invalid Delivery Site/Shipping Site’?

In distribution order, in header, there are two site fields 

1) Shipping Site, Its the site from where the goods are to be shipped (transferred). 

2) Delivery site it needs to be entered Delivery Site, Its the destination site. Both these sites must exist in site master. System checks if the ship to site and dlv to site belongs to same financial entity or not. System show the warning message ‘SHIPPING SITE AND DELIVERY SITE CAN NOT BE SAME OR WRONG SITES ENTERED IN ANY OF THE SITE CODE FIELDS.’or ‘Invalid Delivery Site, Site Code and Delivery Site cannot be same if tran type is LT or IT’.