It sounds to me as if either you:
A) didn't download the chassis (car) and it's trying to put that body (skin) on another chassis,
B) the file's corrupted,
or
C) whomever made that chassis (car) didn't do it right.
Try re-downloading it again, and re-installing it. If it's still FUBAR'd, try looking for a FAQ section wherever you downloaded that chassis. If there's a message board where you got that, try looking for similar questions there.