'External referenced package' error

Im getting the following error messge when saving my file level:

This map is using externally referenced packages which won’t be found when in a game and all references will be broken. Perform a map check for more details.
Would you like to continue?

It’s related to the heighmap I import from some where else, how do I prevent this message from happing? I don’t some the be able to import a *r16 heightmap in the content browser which I suspect would solve it.