Though the message specifies as an informational message only and no user action is required, you should take some action to avoid current behaviour of databases within your environment. Also check whether you have enabled the AUTO_CLOSE property for any of the databases on that SQL Server instance, on the down side it is not recommended in production environment. For your information SQL Server agent always looks for recoverability from Master & MSDB system databases only. Also it is better...(
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Read the complete post at http://sqlserver-qa.net/blogs/perftune/archive/2007/09/05/1884.aspx