I can only partly agree with Shaneturner as the message can be misleading. You also get that message if you have not downloaded all the content via Content Manager. When you have downloaded the route check it for missing and modified items. Modified items have a green triangle. if you have any missing dependencies click on tab at bottom "view in main list" This will then allow you to drag any missing dependencies to the download box, one at a time, and download them when you either think you have them all or have enough in your download box to be going on with. Some dependencies have missing dependendencies so they are treated the same way as the route to find them. When you have finished do a final check to ensure you have not missed any. A quicker but less certain way is to drag the route to the download box and attempt to download it for a 2nd or even a 3rd time. If a dependency is listed "unknown" this could be payware that you haven,t bought from N3V Games or freeware from another source.
Any dependency with the green triangle must be deleted and re-downloaded. Finally download the session and repeat the above.
