Hi ThetaJC,
ANSYS is looking for additional material properties, in particular magnetic properties of the element's material. My guess is that you have specified a keyopt for the element that activates displacements, temperatures, and magnetic vector potential. I would also guess that you are using a direct coupled field analysis instead of a sequential coupled field analysis (see Section 1.2 of the Coupled Field Guide in the ANSYS manuals). Read the manuals, ANSYS provides excellent documentation. If you look in the Verification problems you will probably find a similar analysis that you can use as a guide.
Do you really need to do a direct coupled field analysis? Could you solve the heat transfer problem independently and then read those temperature results into the structural solution to calculate the stresses? If the answer to these questions is yes, then I think you should look at a sequential coupled field analysis.
The other option is to input actual material properties for the two properties missing in ANSYS. If there is no magnetic analysis required (no eddy currents and Joule heating taking place) then the solution should run without taking the magnetic field into account.. When the solution is complete print out the vector potential variable A and make sure it is constant.
Hope that helps,
Martin