Inaccesible Audio Files

What happens after you click the "Continue" button in your second image?

I Keep getting the annoying message of Inaccesibel audio files.
I do everything the tutaorial recommends :

1. Import . fcpxml file ( given by the video editor)
2. Destination ( any folder)
3. Press start on the Convert Window and " Inaccessible audio files" banner appears.

4. I go to media location and add the folders where my source audio is. The Preferences window states that " All media locations are accessible"
5. Come back press start again. Same Message appears.

I'm on a loop there is no setting or anything I can try. Please help!!

I run Mac OSX 10.9.5 and own X2pro LE