If any of the selected functional tests for this load scenario includes data templates, then you will need to select the associated data sets before you can run your load test. To do so, select the load test of interest by clicking on the checkbox to the left of load test name and click DataSets:
This opens up Test Plan Data Sets window to allow your selection of data sets. Select each of the automated functional tests and choose the data sets related to each of them and click on Save Selections.
