Simulation in Orcad gives "undefined" error about component code

[Slippie]

When trying to simulate any circuit using something other than normal components. such as A/D, IGBT's etc. in Orcad 9, the Pspice simulation window gives the following error:
"Model 'component code' used by 'component name' is undefined"

Any help would be appreciated for I must first simulate the circuit before throwing a lot of money away!

Thanx
Slippie