GAMS/Cplex Aug 1, 2005 WIN.CP.CP 22.0 029.032.041.VIS For Cplex 9.1*
* Cplex 9.1.2, GAMS Link 29 *
* Cplex licensed for 1 use of lp, qp, mip and barrier, with 4 parallel threads.*
* Parallel option is on GAMS license but gamscplex.ilm is missing or …
Thus error message indicates that you are trying to run a license file issued for GAMS/CPLEX 10 (or higher) with GAMS/CPLEX 9, which will not work with the parallel option there. You have to use GAMS/CPLEX 10 or higher with that license file.