Error: Check external application preferences

I'm new in Unity and this is my first game. I've already read the other answers to that question, but I couldn't solve the problem yet. So I need a game character that can run, hide and just stand. The standing is already solved ('cause there's no animation), but I can't figure out how to get the animation into Unity.

I created the model with Maya 2014 and made several fbx-Files. In Unity I tried to add the component 'animation' to the model in the hierarchy and chose the clip for running. (I don't even know if this is the right procedure, because I just want the character to run, when the arrow keys are pressed and when the game is lost, the character need to do the 'hide' animation.) Nevertheless I get the error: Check external application preferences. - I haven't moved the file and the preferences are set to 'monodevelop'. I also had the error that the animation must be 'legacy', but I already changed that.

So what am I doing wrong? Can somebody help me? I'm really not that good in Unity yet.