Is it possible that you have multiple bodies in this part and the material was not assigned to all bodies, or a body occupying the same space? I just tested NX11.0.1 and having assigned a material, applied constraints and load cases, the optimization was successful. The only time I get that message is when a material is not assigned.
We are aware of the non-English lanugauge support and looking to see how we can address this in the future.
Product Manager for Topology Optimizatin for Designers.