With container fields you have the option to store the embedded data within FileMaker or to just store a reference to the external location. If your container fields are set up to only store the reference to the data you will need to choose yes to preserve the external container storage.
You can check how your container fields were set up by opening the "Manage Database" window. When you open the "Options" window go to the "Storage" tab. The bottom section will tell you whether the data is stored intenally or externally.
If you are unable to check this in the original version the file was created you will probabaly want to choose yes to the preserve the external data.