are you using version 0.82 available from the makers site
http://www.ladderhall.com
If so then most likely it is because you are mixing 1.09 items in a 1.10 character
The best way is to create your character in Zonfires and then make the items required, If you are looking for "legit" items and sets to test a 1.10 closed realm build then get them from the
http://www.d2tradingpost.com and ensure you are dling 1.10 items and sets
Hero editor will work with both 1.09 and 1.10 files but doesnot like mixing the them