This happens when there is a previous installation of VPN on your machine.

First check if it is still installed:

1. From the Finder go to the Application folder.
2. Look for the "Cisco" folder and open the folder
3. Then double click on "Uninstall Anyconnect" or "Uninstall Cisco Secure Client" start uninstall process
4. Follow instructions to uninstall VPN program
5. Reboot

If nothing is there here is the procedure for manually uninstalling the AnyConnect client:

Run the following shell script from the Terminal (top for AnyConnect, bottom for Cisco Secure Client):
$ sudo /opt/cisco/vpn/bin/vpn_uninstall.sh 

$ sudo /opt/cisco/secureclient/binvpn_uninstall.sh

You will be prompted for your password. Once you enter it, just follow the steps and reboot.

If you are still having problems try this from the terminal.app and reboot:

sudo pkgutil --forget com.cisco.pkg.anyconnect.vpn

Here is a more detailed page for assistance.