Printing error message,Help?

[clark eaker photography]

I keep getting a message when I try to print that says: There are 5 photos in this print job which are missing their source files. They will not be printed. 

What am I doing wrong while saving or importing my images that causes me to get this message? Thanks so much for any help with this matter!

[GoldingD]

Do you use smart previews? If so, where are the actual photos kept? On an external hard drive? Is that external hard drive connected and on?