Chengkang,
I believe that the error means that some of the peptides in your peptide search results had retention times that were less than or equal to zero.
Here is a thread where someone had the same error, and they found it helpful to cancel out of the Import Peptide Search wizard after getting that error, and instead use "Import > Fasta" and then "Import > Results":
https://skyline.ms/announcements/home/support/thread.view?rowId=39291
It would be helpful if we could take a look at your maquant peptide search results so that we can see if we are doing anything wrong. I suspect we should try to come up with a more helpful error message that says which peptide(s) have invalid retention times.
Can you send us your "msms.txt" and also your "mqpar.xml" and "modifications.xml" files if you have them.
If those files are less than 50MB, you can attach them to this support request.
Otherwise, you can upload them here:
https://skyline.ms/files.url
-- Nick