That sign indicates that some fields on your Extended Shopper Profile have not been filled out.  When all fields (required and optional) have been filled out, the ESP icon changes to a green checkmark.  

Note: Some SASSIE companies have designed their ESP forms so that you have to fill out ALL information, and if any questions are left blank -- even the questions that aren't applicable -- then you will see a yellow warning sign next to that account notifying you that your profile is not complete.  As long as you have checked to make sure you have filled out all applicable questions, you should be all set.