There are certain files that I open such as floorplans, ect. that as soon as they open a window pops up and says:
 
Proxy Information
 
to represent original objects and entities whose parent ARX
application(s) are currently not loaded .
 
These proxy objects and proxy entities may yiels  unexpected
results during operations.
 
Missing Application: AecCivilBase
Version (3.0)
Total Number of Proxies: 4
Number of objects (no graphics): 4
Number of entities with no graphics: 0
Number of entities with bounding box graphics: 0
Number of Objects with real graphics metafile: 0
 
Someone please help this message is buggin the hell out of me!

Just install the missing Civil 3D Object Enabler for your AutoCAD version - see e.g.:
http://www.xanadu.cz/en/download.asp?ccat=2
 
or ask the the author of the drawings to supply plain DWG files for AutoCAD.

Thanks a lot.  I'm going to try and see what happens

I tryed to install the enabler but it gives me this message "setup did not detect a valid version of Autodesk Object DBX in this machine". Is this something fixable? If it is please advice. I'd appreciat it.