A lot of the time, as L.Lady says it's the extension. Check the file name that Poser is asking for, it may well be that the file you are opening needs a **.bum and that file hasn't been converted to a bum file which means it will continually ask, or it's looking for a .tif or .jpg and the file is a different format. Once you've identified the file and it's extension. Right click on it and select Open or Open With and choose your graphics app, then resave the texture with the extension Poser needs, and then select it. That should fix the problem. If it's looking for a .bum that's the extension used by Poser for it's bump maps. There are two ways to fix this. Convert the file by importing it into Poser through the material editor before you open the character, or open the jpg/tif file in a graphic program, save it as a .bmp file (bitmap) and then rename it as a .bum manually. Poser should stop asking for it then.