You will have no hide problems with layers if you click “Ok”. You can read about described messages/alerts here:
http://www.faqoverflow.com/graphicdesign/4197.html
This is how Photoshop works. If your system doesn’t have installed fonts which are used in the template, or you have another operation system (different from designer’s OS), or if the version of Photoshop is older than version which was used for the design creation, then you’ll get all these alerts.
Just keep the layers and hit 'Ok'.