Please check, whether you have installed your license correctly. If this is the case, you may have selected a solver as default, which is not included in the license.
To verify this (using the GAMSIDE), goto File → Options → Solver. Solver, which are marked Demol will only work within the limitations of the free demo version. You can select the default solver by clicking on the appropriate field in that matrix.
The model licememo from the GAMS model library will also write an comprehensive report about the solvers you have licensed.