afni.nimh.nih.gov

It sounds like you don't have the current atlases installed. If you have built AFNI from source, then you will need to download the atlases separately here:

http://afni.nimh.nih.gov/pub/dist/atlases/atlases_latest.tgz

The binary distributions (updated with the @update.afni.binaries script) should include the latest atlases.