What method and steps are you using to get the files to the machine? usb? What is the size of your usb? You may need to try a smaller size usb. I only put the designs I'm stitching on the usb and not pictures, documents, etc. You may need to re-format the usb and re-copy the pes file to the usb again.
What is the name of the file that you put on the usb? Make sure it is only a pes file. It should be only one file and not in a folder of files.
Example: if your designs are in a folder called "flowers" you need to send each separate file to the usb as in rose, daisy, etc.
If the file is a zip file you need to "extract all" first before sending to usb.
Make sure the stitch count of the file doesn't exceed the readable capability of the machine or the number of thread changes. (Found on page E-32 in the manual).
Does your machine read one of the built in designs of that size?