This all depends on the server you joined, It could be anything from a simple missing map file on the server side, a corrupt download when getting it from the server, or more then likely the server you tempted to join does not allow you to download the map from there server. Some servers require you to go to fpsbanana.com and manually download the map(s) they play on there server. They do this because it reduces the amount of traffic the server has to manage allowing it to run faster Less Lag/More Frag.
If that is the case it is very simple to fix, Simple go to fpsbanana.com search the map that the server is currently on, download said map. extract it, and put it in your C://Program Files/Steam/Steamapps/YOURSTEAM/Counter-Strike:Source/cstrike/maps.
Doing this will pretty much fix any map errors you have, weather it be corrupt file, or simply the server not allowing downloads.
Hope this helps you a bit.