Can't open .eml files in My Documents folder.

I cannot open Incredimail2.eml files that I have saved into My Documents folder. If I create a shortcut then I can open it on the desktop but not in my Documents. I have been on to the Incredimail Forum and I have followed all their instructions but to no avail. Below is the error message I get when I try to open any .eml message saved into my documents. Incredimail is my default E-Mail application but I have a Windows live account and can open .eml files with Windows Live Mail.

Incredimail 2.0
Could not open file C:\Users\Dawn\Documents\ shopping etc\prescription renewal.eml
This file is not an Incredimail file or has bad format


If I try to open the saved message in the Documents folder it will not open and I get the above error message. Sometimes if I send it to the desktop and create a shortcut and then put it back in the documents folder it will open. If I try to e-mail it to myself it arrives in my In Box as an attachment but will not open. I have to save it to the desktop and then move it back into the Documents folder ! I have checked with McAfee total security and Malwarebytes and there are no infected files on my computer. I should be very grateful if anyone can help.