Just for the records:
There are several possible solutions to the problem:

1. without source code change:

1.1 localize the error message to something that does not

display anything, e.g. "-" or "&x32;" or ""

1.2 Wrap the 2nd, and following, DEFAULTSORT(s) in a

<span style="display:none">…</span>, or similar
whenever you do not want an error to be shown

2. with source code alterations:

2.1 Omit the error message entirely
2.2 Add a parameter to DEFAULTSORT, supplying a local

error message, which can be specified as an empty
string

2.3 Add a parameter to DEFAULTSORT, suppessing the

error message

2.4 Add a setting to the Wiki configuration that

enables/disables the DEFAULTSORT error check

3. likely, there are more possibilites

Which would be best?

See also Bug # 16448

The replacing the message with something else is probably best if you never want to see that error

In r96767 (MediaWiki 1.19) I added a new option to defaultsortkey {{DEFAULTSORT:your sortkey here|noerror}} which will prevent the error message from showing up.

(At the same time I also added {{DEFAULTSORTKEY:your sortkey here|noreplace}} which will cause it to do nothing (including not outputting an error) if there was already a {{DEFAULTSORTKEY}} in the page.