This sort of error occurs when either your incoming files folder or the shared folder of the person who has the file you want has changed.
In the first case you can check your own folder is at the correct location by ensuring its listed in "File Transfers" menu in the "Settings" box, it could be an idea to re-point the folder to your incoming files location as a re-install would lose any non standard location details, by default mx looks for shared files in the "My Documents\My Music\" folder.
If the problem is on the other end of the connection can I suggest sending the user a message to ask them to either reshare the file by refreshing their library or place the external drive back on that has been removed, something many forget to do.
Another possibility is that the file is in use or being blocked from being shared by a security program or application, although this is rare its a possibility, normaly just pointing mx to where your files are currently held fixes the problem.