This error can occur when doing SP-Initiated Web SSO (both Use Case 2, Use Case 3, Use Case 5 and Use Case 7).  The problem will occur when the final end target web page that the user is attempting to access is simply the URL address of a server, for example:

                          https://www.rsa.com

If the target is changed slightly to look like this:

                          https://www.rsa.com/

then the problem does not occur.

The issue is that the TGT value (end target) needs to match a listed "Service Provider Application", this allows a variety of different SP entities to be configured so that the FIM server can react in different ways, for example:
 
            Target:                                                                 IdP to be used:
            http://myserver.rsa.com/personeldata               http://personelgate.emc.com/managers
            http://myserver.rsa.com/sales                            http://www.rsa.com/online
 
The problem for you is that where the end target (TGT) is https://www.rsa.com it will does not match any available pattern value of service provider applications that have been listed.
 
This feature uses the values configured under Components | Service Provider Applications  and then selected within the configuration of the local entity (on the second page).  The wizard will generate a default "catch-all) value of "/*" but this will fail to identify the site correctly.

The value https://www.rsa.com is an illegal URL value.  The RFC 2616 which defines HTTP 1.1 mandates that the absolute path for a URL cannot be empty and that if none were to be specified that  a "/" must be used to specify the server root, however this is rarely noticed as the mandatory requirement is usually corrected by a local client browser before requesting a URL.

RSA is looking at a possible change in this area in the next major release (currently expected to be RSA FIM 4.0).   For existing versions please ensure that the TGT value is configured to include a trailing "/" character.

For details about configuring the RSA FIM server see the supplied documentation which is also available at SecurCare Online:

RSA Federated Identity Manager 3.1 Planning Guide

https://knowledge.rsasecurity.com/docs/rsa_fim/fim31/plan.pdf

RSA Federated Identity Manager 3.1 Installation & Configuration Guide

https://knowledge.rsasecurity.com/docs/rsa_fim/fim31/install.pdf

RSA Federated Identity Manager 3.1 Developer's Documentation

https://knowledge.rsasecurity.com/docs/rsa_fim/fim31/devguide.zip