1. Take careful note of the file you are downloading. EA=entire aircraft, CS=color scheme, AV=aircraft variant.
2. Make sure that you know where the file you downloaded is stored.
3. Open RF and use menu to import RFX file. Bottom of import menu.
4. IF IT IS AN EA FILE, you can double-click the message that appears at the bottom left of the screen. Be quick, as message will not be displayed very long. You can also open aircraft selection and select the aircraft. You can also press F2 to display aircraft search and type exact aircraft name.
4a. When I import a file, I always overwrite the existing files. Choose your own poison.
5. EA file includes a color scheme(CS) and the physics(AV) information. Every thing you need for a workin aircraft is included.
6. Without the EA file, the other two(CS&AV) files are worthless.
7. Some CS & AV files are based on aircraft you have to purchase. Expansion pack aircraft are just that.
8. If you are getting that message, you need to find the EA file or buy the expansion pack.
The process has been explained many times here. Also carefully read the download page. It explains what is needed before you ever download.