I get those all the time. Like DK said, the type is represented, just not editable. If the file is at the proper resolution, just let PS rasterize it... if you need to edit or upsize, yep, you'll need the font, but otherwise you should be good.
It's always a good idea to send a JPEG of what it looks like on your end, just to confirm the design is coming across like they want it, all the proper layers are turned on, etc.