help with understanding a BASH warning

[bob 295]

When I run a BASH script from an ssh terminal session I seem to get this 
warning:

/bin/bash: warning: setlocale: LC_ALL: cannot change locale (en_US)

when I run 

locale

at both ends of the ssh I seem to get same values for all the environment 
variables which get listed.   ie. they are all set to en_US

A quick Google didn't enlighten me as to why this warning comes up and how I 
might get rid of it.

Thanks in advance for all your help.

bob
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