A few Google searches later I found out about UPS My Choice (I'd forgotten signing up for it) and tried to create a new account. That's when I hit the error message shown above. I can't sign up for alerts for my address because somebody else has already done so.

It is fortunate that the "somebody else" is me, and that I still had access to my work laptop. I managed to log in on that machine, but I couldn't change the email address in the account. That would be too easy. So I changed the physical address instead!