One more thing: many of those country maps share the same tiles (it is not possible to cut the tiles exactly at the borders).
That is the reason for the error messages. You need to select only one map that you need, otherwise it will lead to rendering and routing issues. To prevent this you can combine all those img files to one big map (at least when the total size does not exceed 4 gb) with this tool:
http://osm.pleiades.uni-wuppertal.de/openfietsmap/OSM_Combiner/readme.html