What can you do about it?
To fix the problem, modify your input matrix until all eigenvalues are positive. WOMBAT uses a Cholesky factorization to check starting values. If the error message complains about a (negative) pivot close to zero, adding a small constant to the diagonals is often sufficient to make a matrix p.d.; if the negative pivot is not close to zero, something else is likely to have gone wrong – this could be as simple as a typing error or having specified the lower rather than the upper triangle of the covariance matrix.