Are the components actually missing or just suppressed?
How did you copy the assembly?
Did you also get the part files from your friend? If yes, you might try opening them first, then opening the assembly.
The picture that you see when the assembly is loading is just a bit map that is stored with the assembly. I believe that it shows the state of the assembly when it was last saved. When the assembly has finished loading, it switches to showing you the present state of the assembly, where you are apparently missing some of the parts. Perhaps your friend forgot to save the parts with the assembly and the parts that you are seeing are virtual parts, parts that are saved inside the assembly itself, rather than as separate files.