The error message you are seeing is due to the database attempting to open a second file that it cannot find to open.
Either the file was not included in what they sent to you or it's in a different location or it's name has been changed.
You can examine a file for such "external sources" by selecting Manage | External Data Sources... from the file menu.
Thanks PhilModJunk -
I spoke with the client and had them zip up all the files. I'm still waiting for them to e-mail it to me :(
I'll check with them tomorrow and post back with the results.