CNX-80 says "No active waypoint"

Departing 1B1 today, we had only put in a skeleton of a flight plan
(origin and destination) in our CNX-80 and filled in the rest along the
way. At some point in this process, we got the message "No active
waypoint" (or words to that effect).

I've gotten this before, when reprograming flight plans in flight. I
know that the solution is to hit -D- followed by "Fly Leg", but I'm not
sure I completely understand what's going on. The CNX-80 Pilot Guide
doesn't include this in the list of messages. Does anybody understand
exactly what sequence of events will cause this message to appear?