In Office 365 Wave 15, the users have the possibility to sync a document library using SkyDrive Pro.
The problem is that if they don’t have Office 2013 Pro Plus, the sync process fails.
The app that opens the grvopen:// link is SkyDrive Pro. This app is available only in Office 2013 Pro Plus.
So, if you don’t have the right version of Office, you will see the above message.