I just e-filed and I was given a message that I have to manually send Form 8453 with a Form 8459. I am confused on what I need to submit.

It sounds like you entered category totals for asset (stocks, bonds, mutual funds) sales instead of entering individual transactions.  When you do this, you have to mail a copy of your Form 1099-B with the transaction details to the IRS.  Form 8453 will identify it with your tax return.  To print your Form 8453 and 8949 see the following FAQ: