HyperRESEARCH stores the location of each of your source files inside the study file. If you move or rename a source file, or if you move both sources and study file to a new location or a different computer, this stored location is no longer correct. When you access the source file - for example, when you click a code reference in the study window, or when you display a report that includes source data - and the program can't find the source file, it asks you to locate it.
Once you specify the source file's new location, this location is stored in the study file. To make sure HyperRESEARCH doesn't continue asking for the file's location, just make sure to save the study file after locating the source files for HyperRESEARCH.