Adding products listing in menu

We don't have that problem on our end.
Could you edit the associated modules option and save it, save the menu's hikashop options and see if you still have the error ?

No, you should not, but if you see the products listing twice, it means that you first created a category listing menu and then changed its type to a products listing or something like that.
You must have an associated module attached to your menu in some way.

That's because you still have a module associated to the menu even though you changed the menu type in joomla. So the data is out of sync and it displays the error message. So we should add a check so that when you change the type of a menu, the system removes the link to the associated module if you use a product type. However, there is no trigger in joomla if you do that via the joomla menu so there is no 100% solution.
The simplest:
create a new menu with the correct type as explained in our documentation and you trash this one.

Hi,

I didn't forget. I just didn't had the time to look more in depth at the issue so far.

I actually just tried to reproduce the problem on our demo website (which uses the latest version of Joomla 2.5) and I don't have the problem. When I go to the hikashop options page after creating the menu I don't get the error.

Can you try on your end on the demo website ? Maybe we're doing something different somewhere. Or maybe you have something else installed on your website which creates a problem.
Could you also try the process after turning on the debug mode of the joomla configuration ? That might trigger an error message if there is a problem.