A simple answer would be: Just include the base map with your upload to your etrex.
An error saying that there wasn't any roads near the starting point means just that. Your route is following a road which is not on the basemap. This is probably because you made the route in mapsource on MetroGuide (which contains much more roads than the basemap).
If I may give some advice: don't use the basemap at all. Only use the metroguide maps which are much more detailled. Use the basemap only if your memory is to small. The whole of spain should fit on a 512Mb card though.
Hope this helps...