When the map name is italicized it means that you do not currently have that map downloaded. When you attempt to play on a server that is running a map that you don't have, Paintball2 will attempt to download it for you. However, if (as you say) Paintball2 says that you can't load the map, perhaps there a problem is occuring during the download. is your C:\<paintball2directory>\pball\maps file read only or CHMOD'd to unwritable settings?