First, make sure that you have allowed custom content to be downloaded from community servers by going to the main menu, Options then in the multiplayer tab. If all content is allowed, then you may need to check your downloaded maps folder and delete the custom map (dr_valve_hq_beta2_skial.bsp), then try rejoining the server.
Your downloaded maps folder should be in the TF2 directory, tf folder, download, maps. For example, the full directory for me would be
C:\Program Files (x86)\Steam\steamapps\common\Team Fortress 2\tf\download\maps but this doesn't have to be the same for you.
If there is no map file, try downloading it from this link:
http://fastdl.skial.com/fastdl/maps/dr_valve_hq_beta2_skial.bsp.bz2 then opening the bz2 file with WinRAR, 7zip or some other similar program, then moving the .bsp inside into the downloaded maps folder. Maps that don't download shouldn't be a recurring issue, but it happens.