Whenever you press the 'Location' button, a subfolder of the directory of your current Rhino file is created as .\RhinoFileName - DIVA\. In the Resources subfolder of this directory, a copy of the default C:\DIVA\Daylight\material.rad file is created. This is a separate materials file which is useful to experiment within your Rhino file / project. But it does not change the default materials.rad file. The messages you receive are relative to this, and normal. They ensure that you do not overwrite custom materials unintentionally.
Do you know how to fix that. I have the same problem.