When Revit opens a project and can't find files it has always told us so. The dialog that it presented in the past and now are different. With 2010 we get this instead.
The language used is better and provides a bit more information. If you click on the Show Details button you get a much more readable listing of the offending files (refrained from that screen capture to protect the "guilty"). The addition of the option to immediately deal with them is also welcome though I suspect most users will just defer that to someone else?
[Added: 4/23/09] For more discussion on the subject of this Task Dialog you can visit a post that was apparently inspired by this post.