Thank you to you both for your replies,they will prove to be a great help.
However when i reloaded my leather worker today,i had the same message come up.
Same thing again a item had gone from the set.Not materia but belt i had on his waist.
I have made sure that all gear sets are fully equipped but still get this problem.
I know it is something i am doing wrong but not sure what.Is it the way i am converting items into materia?
I take them off and put them into armory then convert.
I also make sure i have an item ready to replace it in my inventory and replace it from there.
Thanks in advance for any help.