The message text is kind of ambiguous, and in my experience (of seeing the same message on my own machine) really has nothing to do with Windows Media Center program files. In my experience, the "files" being referenced as problematic are the recorded program files themselves... on whatever hard drive they've been accessed from.
In my experience it stems from the hard drive on which the recorded program is stored being unable to "keep up" with the demands of WMC, insofar as required minimum delivery data rate is concerned.
For example, I have four separate hard drives on which my "\Recorded TV" Library is defined: (1) 2TB internal 7200rpm SATA drive, 64MB buffer, (2) 1TB internal 7200rpm SATA drive, 32MB buffer, (3) external 2TB USB 3.0 drive - actually Hitachi HDS5C3020ALA632 SATA 32MB buffer and variable speed CoolSpin, (4) external USB 3.0 drive - actually Samsung HD204UI SATA 32MB buffer and 5400rpm.
The best performance I have is for current recordings made to the internal 2TB 7200rpm drive with 64MB buffer. In fact, I've NEVER seen the "files" error message when playing back recordings from that drive.
And before I installed that drive, my primary recording drive was that other internal 1TB 7200rpm drive with 32MB buffer, and on occasion I would see the "files" problem.
Recently, I was forced to offload lots of Olympics recordings to one of my external 2TB USB 3.0 drives. And when it was obvious I was running out of storage I quickly ran out and bought another external 2TB USB 3.0 drive. As identified above, these are actually two different SATA drives in a USB enclosure.
And now, when I play back recordings which have been relocated onto those external USB 3.0 drives for storage, and I use the "fast-forward" function to skip through unwanted portions (e.g. soccer), I will see that "files" error far more often than I would want. The problem is that the low-speed SATA drives in those external USB enclosures do not have a fast enough transfer rate, nor is their cache large enough, to keep up with the WMC data-delivery needs of "fast-forward" at 4x or 5x speed.
Now when this occurs, I can screw around with the remote (e.g. press STOP, skip-forward 30-seconds, FF, PLAY, skip-forward 30-seconds, etc.) and sure enough I can get ordinary speed playback to resume. There's really no need to restart the machine, or close/re-open Windows Media Center, or even to restart any of my media extenders.
So, I've just learned that when playing back content from the two external USB 3.0 drives I have to be a bit more restrained when doing "fast-forward". I can accomplish what I'm wanting to do through the alternative approach of pushing 9 and then "skip 30-seconds" (which is effectively 9 x 30-seconds skip-forward), which gives me essentially a 5 minute skip-forward. This works reliably and does not produce the "files" error which is fairly common from "fast forward".
Bottom line: penny-wise, pound-foolish. Your best performance for WMC will come when your storage hard drives are at least 7200rpm, and at least 32MB cache if not 64MB cache. And don't ever use USB 2.0 external drives, as it simply will not perform adequately. You need to use USB 3.0 external drives, if you're going to use them at all.