When an application generates a "file not found" error, it may be caused by an incomplete filename being used in the setup statements (i.e., the specification for the filename may be missing the filename extension). This is often because Windows does not display filename extensions in either Windows Explorer or My Computer and subsequent dialog boxes. Adding the correct extension to the file specification in the setup statements should correct the problem.
To ensure that you are always presented with complete filenames, the default Windows filename display option for folders should be changed to show file extensions. Please refer to the Help documentation for your version of Windows to change the default filename display.