Almost all available MP servers available are modded.
When you try to join a MP server that is modded and you do not have the required mods, you will receive an error indicating that you are missing files. Most of these modded servers have auto downloads turned off for people joining.
Be sure to "allow downloads" in MP options to be able to get files when available from the host server.
You can check to see if a particular server has downloads turned on in "server Information"