It's nothing game-breaking but just pretty annoying really. I've verified the game cache countless times, It says x files aren't working, but I don't know what files,and how to fix them ect...
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Perhaps you should register your game and any expansions you have, so we can see what version you are playing. And once you register, this might end up being the kind of thing you should report in the tech support forum, which you will then be able to see.