If you do not want to save incoming emails, provide a forwarding email address

From ISPWiki

This error indicates that you do not specify an email address where the incoming mail will be forwarded to with the "Don't save incoming e-mails" check box selected.

If you select the check box "Don't save incoming e-mails" in the creation form, in the field "Send copies to email" you must specify an email address or username where all incoming e-mails will be forwarded to.