When you import a track from a sonar log, RM records the original location of the file. It uses the original file when replaying sonar - so ideally, the track should be on a local drive and available for use. If RM can't find the track, it shows the error window, with an option to locate the file (if it has moved) - the new location is then stored, so this window isn't shown again.
I appreciate that the error window might be quite irritating if you do not want the sonar viewing functionality, so we'll look at adding a "do not show this message again" option to that screen, so that you do not get pestered every time you open the track view. You would lose the ability to view your sonar logs though, so I would still recommend, if possible, copying the data over from your SD card to the computer hard-drive before importing into RM. This may account for the slower DAT file loading as well, as reading from SD is typically much slower than reading from your hard drive.
Matt