This happens when you unzip the tool kit and then move the folder to a new location and it means that Kontakt is unable to to find the corresponding samples. This is very easy to fix though!

Simply follow these steps to “Batch re-save” the library: http://www.native-instruments.com/en/support/knowledge-base/show/2577/how-to-resolve-issues-with-missing-samples-for-a-kontakt-library-batch-re-save/