You didn't state what distro you are using, and if you are trying to use jockey itself, or if it is just a random message appearing in your terminal whenever you try to update your cache. Could you fill us in? Thanks!
Jockey, to my knowledge, is for installing restricted and proprietary drivers. If anything, I would just wait until it finished out. If it is taking way too long, let us know, and most likely you can safely turn off the service, and/or kill the process.