Hi Shrimpy. Is the base sprite located in the root "sprites" folder of your project?
Alright, well, I obviously have too little to go off of here, but I'm assuming you mean that you get the popup telling you that spr_gmlink_base is missing and you should create it. It pops up if the file "sprites/spr_gmlink_base/spr_gmlink_base.yy" does not exist. If it does and you get it, then I have no clue. I'd say make sure you've connected the correct project file and all that.