help system question

[hbe123]

Hi.I'm a fairly new emacs user. When I access the "describe-function"
help command, I get a helpful screen that tells me about the function
and which file contains it. Like the following:
"buffer-menu is an interactive compiled Lisp function in '_buff-menu_'.

Because buff-menu is underlined, I think it is a link, and I position
the cursor over it and press Enter. The mini-buffer then gives me the
following message:
"The library 'buff-menu' is not in the path"

So what I am wondering is, is this a message that everyone gets,
perhaps because buff-menu is a compiled file, or is there something
wrong about my particular setup which is causing this error message?
Thanks.