Wikipedia has the best description
In C++03, the compiler must instantiate a template whenever a fully specified template is encountered in a translation unit. If the template is instantiated with the same types in many translation units, this can dramatically increase compile times. There is no way to prevent this in C++03, so C++11 introduced extern template declarations, analogous to extern data declarations.
C++03 has this syntax to oblige the compiler to instantiate a template:
template class std::vector<MyClass>;
C++11 now provides this syntax:
extern template class std::vector<MyClass>;
which tells the compiler not to instantiate the template in this translation unit.
nonstandard extension used...
Microsoft VC++ used to have a non-standard version of this feature for some years already (in C++03). The compiler warns about that to prevent portability issues with code that needed to compile on different compilers as well.
Look at the sample in the linked page to see that it works roughly the same way. You can expect the message to go away with future versions of MSVC, except of course when using other non-standard compiler extensions at the same time.