Sometimes AutoCAD pops up a message saying “Missing SHX Files”. SHX files are AutoCAD’s shape and font files. These were used for Fonts before AutoCAD used Truetype fonts. Generally if you e-transmit a file the shape files used are included. However if you just send the raw CAD file then sometimes you will be missing shape files.
After searching around I found that on CAD Tutor that a kind member had posted their collection of LOADS of SHX fonts. Whilst his server is down I have attached the download here and here for future reference!