1st method: The file which you downloaded. Open its ASC format in Notepad++ and press ctrl+F to open the search dialogue box.
Search for "0" or no data value or for blank fields. If you find any replace the cell with with -9999
-9999 is the default no data vaule set by the software while it is reading file.
2nd method is when you realise that first method is not useful for me. In the 2nd method, you should clean up your temporary files from computer and also delete all the Maxent cache files from your environmental variable folder. And then restart your PC. And start a fresh modelling session with maxent.