Your DWG files came from PC version of AutoCAD where they were saved after using "DWF6 export" plot device. Plus they were configured to use paper size which is not available on your Mac.
So as I said before, you need to edit page setup you are using for printing (saving to PDF) on your Mac. During editing page setup you will get the same messages as when you print, but this will happen only once. After you save page setup AutoCAD will write information about your printing device and paper sizes avaliable on your Mac and will never ask about them when you will start to print. Plus you will be able to save to PDF file without any issues.

Maxim