"One or more SHX files are missing. What do you want to ... - Autodesk
When you open a DWG file created by another designer, AutoCAD searches your local system directories for the exact fonts used in that drawing. If the original draftsman used xarabshx.shx and you do not have it installed, AutoCAD will trigger a warning dialog:
To use the xarab.shx font, you must place the file in the specific AutoCAD fonts directory: Xarab.shx Autocad Font - Google Groups
If you do not have the font, use the STYLE command to swap xarab.shx for a similar, standard font like romans.shx .