In your download for the bmw-sauber does it have sauber06_1.tex and hi_sauber06_1.tex if you are missing one make copys of the other one and add them into your cars.wad
Did you rename any files? DO NOT RENAME TEXTURE (.TEX) FILES, ONLY CARSHAPE FILES (.GP4)! If you renamed textures, then the game doesn't find them anymore and you have to reinstall that Sauber and some other car as well. Look at also this thread: [www.grandprixgames.org].