Take a look at the above linked to screenshot - and pay close attention to the Data Vendor Setting - which I've ever so crudely circled in red.
You have two options: HDW or Brisnet.
You need to check the box for the data vendor whose files you plan to be using in your Build Database and Calc Races routines and hit the Save button.
If you plan to be using files from HDW, check the HDW box and hit the Save button.
If you plan to be using Brisnet files, check the Brisnet box and hit the Save button.
If you have files from both vendors (and plan to use both) that's ok. Just be aware that before you can run a Build Database or a Calc Races routine using the files of the other vendor - you will need to go into the User Sys Defs Screen and change your Data Vendor Setting first.
Hope I managed to 'splain most of that in a way that makes sense.