Cuffmerge cannot find lots of genomic sequence files

[Alex234]

Hello, I am trying to merge six transcript.gtf assemblies and a mouse reference gtf file (from ensembl) with cuffmerge, using the reference chromosome .fa files (also from ensembl), but am getting the following error:

Comparing against reference file /lmb/home/alexsc/ensembl_genome/genes.gtf
You are using Cufflinks v2.1.1, which is the most recent release.
Warning: cannot find genomic sequence file /lmb/home/alexsc/ensembl_chromosomes/NT_053651{.fa,.fasta}
Warning: cannot find genomic sequence file /lmb/home/alexsc/ensembl_chromosomes/NT_072868{.fa,.fasta}
Warning: cannot find genomic sequence file /lmb/home/alexsc/ensembl_chromosomes/NT_109319{.fa,.fasta}

(then I get about 100 more lines like that)

However, the cuffmerge program is producing a 'merged.gtf' file of about 285MB in my output folder.

Could anybody tell me if this is a problem, and if so, where I can find the missing fasta files?

Thanks in advance!

Alex