This happens because apport fails to see the parent package of the failed executable file. apport, which is Ubuntu's problem reporter, watches every problem in Program execution.
When a program crashes, apport is triggered to find the program (It watches for the programs execution constantly, unless you disabled it) which indicates Abnormal program termination. It finds the executable file which has crashed and search for the system for package that includes this executable file. When It fails to find a parent package containing that executable file, (in dpkg's database) It shows that error, saying "The report belongs to a package that is not installed."
For example:
I uses a program for my Wimax modem, called wimaxc (which is not installed by any package manager). It sometimes fails and apport also fails to find the parent package of the executable file, /usr/bin/wimaxc, hence , It shows that error message.
To find the parent package of an executable file:
If you want to find the parent package of an executable file, for example /usr/bin/gnome-terminal type the command below in a terminal:
dpkg -S /usr/bin/gnome-terminal
It will give you an output similar to this
gnome-terminal: /usr/bin/gnome-terminal
Here, gnome-terminal is the parent package of the file /usr/bin/gnome-terminal.
Note: Whenever you installed a package, it is listed in the dpkg's database. So, if you use a program, not installed by the package manager (such as apt-get, synaptic, aptitude or Software-Center), apport will always fail to find the parent package, when it crashes, because their is no parent package