It's not a big problem, but a missing file. Because mission builder can open it, it's probably not a missing aircraft or facility, but instead it might be a missing pylon, weapon payload or perhaps even a weather file. It might even be a missing spawn file, or spawn aircraft missing (but I'm not 100% sure if that would crash your mission).
If you let us know the precise mission you're talking about, it might give a hint to the problem. :d