Hello,
The warning message appears when the transmission exceeds its specified temperature range. It says idle engine because the appropriate measure is to let the engine idle until the transmission cools down.
The transmission fluid temperature sensor may be faulty, or the transmission filter may be clogged, limiting the amount of fluid that can make it to the transmission cooler.
Lastly, there may be a mechanical issue generating too much heat, or the transmission cooler is unable to flow air.
In the northern states, I'm sure you have experienced ice behind your radiator at some point, and the same can happen to the transmission cooler.
Make sure there is nothing blocking airflow across the front of the vehicle, and, if everything looks good there, bring it into a shop that specializes in Cadillac, transmissions, or BMW, as I believe your transmission is from the BMW 5-series.
If you have other questions, or need more information, let me know, otherwise, here is a list of certified shops in your area with the training to repair your vehicle:
http://repairpal.com/cadillac-within-10-miles-of-philadelphia-pennsylvania-19131
