A quick recap for those having 'Wad Files Missing' problems :You just need to download whichever wad is missing and save that file to your
Counter-Strike/cstrike folder, example below for de_vegas.wad
Download From :
cstrike-planet.com/wads/172-de_vegas[You must be registered and logged in to see this link.]Then save to your cs folder such as ( just place the new file with the other wad files )
C:\program files\Valve\Steam\Steamapps\<account>\Counter-Strike\cstrike\de_vegas.wadA more detailed post is in:
:: Members Area :: Game Server Guides :: Wad Files Missing
ps I believe this is the only wad file that does not auto/download with the map (fy_ iceworld).
Cheers & Beers Kaod