Tom,

This indicates that Family Historian cannot find the file in the original location where it was when it was first linked.  The file has either been renamed or moved or deleted. 

The solution to fix the problem depends on which of these things has happened.   If the file has been renamed, use Tools>External File Links to open the Work with External File Links window.  Locate the problem media record in the list, where it will have a cross beside it.  Click on it to select it, then click Edit. You can now change the file name (the name which FH is looking for) to match the name of the file on your computer.

If the file has been moved, you may be able to locate it using the Auto Repair Links button in the Work with External File Links window.  For further guidance click the Help button in the same window.

If the file has been deleted completely you will need to make/download a new one.

Lorna