The short version is that the work to produce the "next" block depends on the previous block. The moment a new block is found, any in-progress searching is aborted because it won't produce anything useful. This is important because it encourages a "found" block to be used and distributed quickly.
You should see this message each time the bitcoin network as a whole finds a new block.
Thank you.
Does it has any influence for the efficiency of mining? I found seems the increase speed of "accepted" reduced when this phrase appear over and over. (Is the psychological effect to me?)
It might very briefly decrease your mining hashrate because of the time required to fetch new work from the pool/start working on the new work. There's nothing you can really do about it though, other than switch to a conventional pool but that might not really make a huge difference in your hashrate so I think you're fine.
(it should be noted that p2pool has 10-second blocks so you'll see this message about once every 10 seconds. That's why you can't use p2pool with devices that take a long time to start new work like BFL singles.)