Check that each of items on the order has a StockId which is not 0
If there are any items that have a StockId of 0, highlight the line and click Create Product. Repeat as necessary.
Once each line has a StockId, you will be able to process the order as normal.
If an error message is returned when trying to make the product, this is usually due to the stock code already existing on the system. To check this go to stock - products and search for the code that you are trying to create, if this product is returned in the results you will need to discontinue this code and re-create the item from the imported order.
If the item does not show, change the status in the drop down to 'Discontinued' and search again. You will then need to add the pre-fix DIS to this stock code.