"Unknown Coordinate System" error

[JoeBoniaszczuk]

I get an error Failed to add shapefile ...(Unknown Coordinate System) when attemptin to add some of teh many files supplied to me by Statistics South Africa.  They assure me all files in the Census 2001 and Census 2011 package have been made in the same way and they are able to load them all.

Where could the problem be?

[DanPatterson_Retired]

The files lack a *.prj file which defines what the coordinate system.  You need to use the Define Projection tool to define them.  The source site must have some information on this