The “Missing Files” situation seems to be a rare bug, which we think happens with WinRar in Windows 7. That’s our theory, at least. It’s rare, so we do not have enough data to see what the cause is.
It is easy to fix. When you get the “Missing Files” message, first click the “Allow alternate file types” checkbox (towards the bottom). Then look on the right hand side for the “Resolve Manually” section and the “Browse for Folder” button. Click that. Then navigate to the Samples folder and click “Choose.” Kontakt should be able to find the samples itself from there.
Then be sure to save the instrument. That way, you will not have to ever do this again.