Such comments are automatically generated when someone else votes or flags your question as a possible duplicate. This also adds a notice with the duplicate at the top, an option to close it yourself, and a prompt to edit it if it's different. The prompt disappears if you edit your question.
However, you don't have to edit the question if you think it's quite clear it's not a duplicate. The system is designed to make sure that actions such as closing a question only take place if multiple users agree (unless, of course, a moderator or gold-badge holder is involved, which isn't the case here).
The vote or flag that generated the notice also pushes your question into a queue where others can agree or disagree if the question should be closed. If it's clear the question isn't a duplicate, it's highly likely that those who frequent the review queue will disagree and the votes or flags will disappear after a few days.
Once all the close votes age away, the notice will disappear as well. Until then, you'll just have to live with that notice. Don't worry, it doesn't mean the question is closed; it just means there is a pending vote to close it as a duplicate of that target.