The option value you specified does not use this solution's option value prefix (10,000).

If we are creating an optionset value in MS CRM 2011, then if we will enter any value other than 1,000,001 format or less than this it will prompt something as the attached image.

This can be configured as teh side image in settings -> Customization -> Publishers -> Default Publisher

check as the highlighted value. This picks from here.