I've been getting this error on my status page since I updated to 7.24 (I'm on 7.34 now).
I do have my other files directories protected. I just am having a real hard time figuring how to shut this one off. I've checked at admin/config/media/file-system for the temp file directory, and it's set to /tmp. I think that's the default. But I checked /tmp, no file of that name exists, nor is it in my sites/default/files.
Nothing seems to be broken, at least with file manipulation and storage, so it seems like Drupal is handling things fine, I just am not sure where this folder is supposed to be, or if it's supposed to be a physical file, and if not, how can I protect it with a .htaccess file if it's not a physical folder.