I encountered this myself and have seen others post to the forum about it:
When I try to get a list of “Hindi & Indian Names,” I receive the following error message: “No forename lists are selected for inclusion in name generation so no names can be generated. Use the table in the options to select some forename lists to include.” There appears to be no way to select a forename list as the only ones that are available are “Hindi & Indian Names (Female)” and “Hindi & Indian Names (Male).”
I discovered the cause is an unescaped ampersand in the title string of the xml files. Changing it to & fixes the problem.