The game is missing a .wad file when loading a map.

.wad files are used to store textures for maps. If the .wad file is missing for a custom map you've installed, the map will fail to load. You should be able to find a place to download this file using a quick Internet search. Once you have the .wad file, place it in the game's root folder (e.g. \SteamApps\\counter-strike\cstrike).

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