Font Error

Alright here goes …
When i try and load external movies into my parent flash file i get the following error message:

Some characters could not be converted to outlines because an appropriate outline font is not available. These characters will disappear from the Flash Movie file. The characters that failed will look jagged if you choose Antialias Text in the View Menu.

The thing is that this error comes up and then when i continue to load the movie there are no characters that are missing or anything. :puzzled:
In addition to this all the external files are opened in seperately in Internet Explorer.