Not sure whats happened to get this message, but I presume you are trying to remove a vg.
You could use ...
vgremove - this will just delete the vg, but you will first have to remove the all but 1 of the disks/luns from it
Alternatvely, you could vgexport the vg, this will also remove it from the system, though you may get warnings that there is vg info on the disks/luns if you reuse them.
Martin