My guess is that the data is not from the human reference genome hg19. That is the only human genome indexed for the tool at http://usegalaxy.org. There could be other factors - the inputs are all not from hg19, other content issues. Check for these.
If using Galaxy somewhere else, then the reference annotation for genomes you wish to use will need to be installed. Instructions are in the Tool Shed for this repository. If another public server, request this from those admins of the instance.
Thanks, Jen, Galaxy team