nope, it just means you dont have the maps yet. If the map name on the server listing is in italics it means you dont have it and will have to download the map. If it isnt in italic, you can join straight away without downloading it.
If you want to download maps quicker go here
http://dpball.com/files/maps/and search for the map name then save it to
C:\games\paintball2\pball\maps
Its alot quicker that way to download maps