Not sure if you're meaning just the XREF palette, or the error message related to missing references, so I'll cover it all.
The only ways to get the missing XREF error message to go away:
1. Obtain the XREF file that it's looking for & place it in the expected location
2. Delete the XREF from the list of references
Be aware, if you are working on this drawing for a client and it has to be returned to them, then they are probably going to need that XREF to remain in the drawing. In that case, I wouldn't delete the XREF, I'd instead reach out to the client to see if I could obtain the XREF file. The problem there is, depending on how it was originally set up, you *might* have to duplicate the XREF's entire path in order to see it, and hence, remove the error message.
If it's just the palette that you want to see gone, I think that all you have to do is close it using the 'X' in the corner. I have a drawing right now with an XREF in it, I closed the palette, saved and closed the drawing. When I reopened the drawing, the palette remained closed. (However, I'm not sure if that will still work in a drawing that contains a 'not-found' reference. It might be that with missing XREFs, it will always open the palette and prompt you to find the file.)
Post back and let us know how it goes, we'll see if there are other options if this doesn't work for you.
Jim Seefeldt
Electrical Engineering Technician