Maybe you don't have the "view file extensions" option enabled. Could you see the .txt in the file name? If not, then open the folder the file is in, and go to the Tools>Folder Options>"View" tab> and uncheck the one that says 'Hide extensions for known file types'
After that you should be able to change the .txt to .fpd
Might be a bit different depending on your computer, but maybe thas the problem??