Do you use fantastico to install Moodle? The reason is that in the last fantastico install I saw, it stores moodle data files in the public_html directory and calls it uploaddata (see also this post). Fantastico should also create a .htaccess file to prevent public access to this folder.
That message is a notice - so check that there is a .htaccess file in public_html/moodle/uploaddata similar to the one here. If you have such a file, then it may be OK to ignore the notice, but if you want absolute security (as Dan suggests), move the file uploaddata to outside home/XXXXXXXX/uploaddata, check that the permissions are the same and change the $CFG->dataroot path in the moodle config.php file.