It could be that the Server you are trying to join is using expansion add-ons which you have either not purchased, or maybe have purchased, but not currently got installed. For example there are some ARMA British operations expansion add-ons, and elements from these, or other expansions might feature on the Server you wish to join. Since people can create their own missions and scenarios in ARMA, it may be that someone has created a mission for their server which uses some of these add-ons, which would mean that if you did not have those bits and pieces on your machine, the server would not load you in and would report that you have not got the necessary files, it could be something as simple as a truck from one of the expansion add-ons, or even an entire map. You may find that the server info lists the add-ons and downloads necessary to play on that server. This is why when I used to create missions for ARMA (and Operation Flashpoint before it) I used to stick to the default stuff!