On my Lion app, I have this data model:
The relationship subitem
I found this question by googling for the error message, and just wanted to point out that I ran into this error in a slightly different way (not using ordered sets). This isn't quite an answer to the given question, but I'm posting it here just in case it is helpful to anyone else who stumbles across this question while searching.
I was adding a new model version, and added some relationships to existing models, and defined the add*Object methods in the header file myself. When I tried to call them, I got the error above.
After reviewing my models, I realized I had stupidly forgotten to check the "To-Many Relationship" checkbox.
So if you're running into this and you're not using ordered sets, double check your model.