I tried using Synth1 and got the same message. Not good.. Lets test if VST works at all with enterprise dl MDA-Piano http://mda.smartelectronix.com/synths.htm It is very small in size, and you can just copy it to your folder. -Eg NO installation! Further its a quite good piano-instrument, so it is ...
Yes that VST is not working on lmms. It has a large size, and i believe it is based on wave samples, that are being played as if in soundfont-player.
At the moment, you should try a different vst.