Incomplete coordinate reference system provided or in dictionary

Trying to import some .shp files from TNRIS. Getting the attached error message. Any idea how to fix this? Thank you for any help you can provide.

Microstation V8i Select Series 3 - Version 08.11.09.459
Bentley GEOPAK V8i SELECTseries 2 - Version 08.11.07.536 for Microstation V8i on Windows x86
Bentley Map V8i (SELECTseries 2) 08.11.07.434
OS: Microsoft Windows 7 Profressional
System Model: HP Z820 Workstation
System Type: x64-based PC
ProcessorL Intel(R) Xeon(R) CPU E5-2631 0 @ 2.30GHz, 2301 Mhz, 6 Core(s)
(RAM) 8.00GB
CAD User for 2 years