When running the SNMP walk wizard is the Pan-ENTITY-EXT-MIB an option that you can see and are selecting in the MIBs section? The error is suggesting that it can't find that specific MIB. If it is an option that is showing up under the MIBs in the wizard can you check under Admin>System Extensions>Manage Mibs and see if the MIB is listed there?
If this is the case could you let us know what distribution of Linux you're machine is on and what version of CSP/XI you currently are running.