Typically you'll see this message if you are trying to enter a Mixed Class series, but you have not downloaded the files for all of the cars.

You don't need to have all of the cars, but you do need to download and install the files for all of the other cars so you can see them when you are out on the track.

Please click the red Get Required Updates button.

In the Update Manager window, click the "Show Optionals" link in the Optional Unowned section:

Put a check next to the car that you need the files for, them click Download.