When connecting the dvd burner and the camcorder to a cannon fs11

I'm not 100% sure of the question your asking here but I believe that the message you're getting is because you need to have...

(A.) Power cable plugged into the DW-100 (I assume you're OK there).
(B). USB Cable connecting the DW-100 and your camcorder (OK there too)
(C.)You must ALSO have your power cable plugged into your camcorder.

Many people forget about 'C' but Canon works on the premise that offloading data can take time and drain the whole battery so you must have everything running on A/C in order to do your work.

Hope this helps.