External documents are not supported as of Release 4.0

What causes this issue?

In order to enter an "external document", you have entered a company
code which is defined as an "external company code".
'External documents' are no longer supported as of Release 4.0.
Data will be exchanged between different SAP systems using ALE
technology only.

System Response

The system issues an error message and will not allow you to continue with this transaction until the error is resolved.

How to fix this error?

For Release 4.0 and subsequent Releases you should use the ALE
technology for the affected business processes.

Error message extract from SAP system. Copyright SAP SE.