This is saying that loadlin was selected when you last ran dselect and that it is still selected, but it is not installed. Why not? The answer must be that the loadlin package is not physically available. It is missing from your mirror.
The information that dselect uses to get all the right packages installed is buried in the packages themselves. Nothing in this world is perfect, and it does sometimes happen that the dependencies built into a package are incorrect, which means that dselect simply cannot resolve the situation. A way out is provided where the user can regain control; it takes the form of the commands Q and X, which are available in the Select screen.
Q An override. Forces dselect to ignore the built-in dependencies and to do what you have specified. The results, of course, will be on your own head.
X Use X if you get totally lost. It puts things back the way they were and exits.
Select screen (dselect) Keys that help you not to get lost (!) are R, U, and D.
R Cancels all selections at this level. Does not affect selections made at the previous level.
U If dselect has proposed changes and you have made further changes U will restore dselect’s selections.
D Removes the selections made by dselect, leaving only yours.
An example follows. The boot-floppies package (not an example for beginners, I know, but it was chosen because it has a lot of dependencies) depends on these packages:
◼ libc6-pic
◼ slang1-pic
◼ sysutils
◼ makedev
◼ newt0.25
◼ newt0.25-dev
◼ popt
◼ zlib1g
◼ zlib1g-dev
◼ recode