<li><a href="page.php?var=2&myVar=06" class="page">
An entity reference was found in the document, but there is no reference by that name defined. Often this is caused by misspelling the reference name, unencoded ampersands, or by leaving off the trailing semicolon ( ; ). ....
Entity references start with an ampersand (&) and end with a semicolon ( ; ). If you want to use a literal ampersand in your document you must encode it as "&" (even inside URLs!). Be careful to end entity references with a semicolon or your entity reference may get interpreted in connection with the following text. Also keep in mind that named entity references are case-sensitive; &Aelig; and æ are different characters.
If this error appears in some markup generated by PHP's session handling code, this article has explanations and solutions to your problem.
I don't particularly try to get it validating, because of the overhead of doing that. I make sure the page is in standards mode instead of quirks mode (firefox tells you this in the page info dialog), and I use the standards as reference texts for what techniques I use. I design for firefox, then make it compatible with IE.