This happens when your document is using the standard book or
report class (or one similar), and you've got a \section
before your first \chapter.
What happens is, that the class numbers sections as "<chapter no>.<section no>", and until the first chapter has appeared, the chapter number is 0.
If you're doing this, it's quite likely that the article class
is for you; try it and see. Otherwise, give your sections a
'superior' chapter, or do away with section numbering by using
\section* instead. An alternative way of avoiding numbering is
discussed in
"unnumbered sections in the table of contents".
This question on the Web: http://www.tex.ac.uk/cgi-bin/texfaq2html?label=zerochap