First, you must realize that Bryce wouldn't know where to look for an image file or texture if it was created in another program, that could be anywhere on your drive and Bryce doesn't know where. It looks to where it keeps its own materials and sees that the requested file isn't there and offers you the option to direct Bryce to it. Bryce isn't one of those high-end modeling programs that can be setup to follow any number of paths on your hard drive to where image and material files are likely to be kept. Second, don't just close the dialog, you should know where the files are located on your hard drive, direct Bryce to where the files are and it should continue to set up the scene for you. I agree, Bryce shouldn't just quite on you at this point but setup the scene without the found material, in default shading. And thirdly, just in case, make sure you've updated Bryce with the newest patch (I believe it's 5.1). cheers