Bringing Mathcad files into Creo

rwdc2012

Hello, I am on a Real World Design Challenge team and we're trying to bring our Mathcad files into Creo Elements. When we go to import the files, they don't show up. It's as if they don't exist. We don't know why this occuring but any guidance would be greatly appreciated. Are we saving the Mathcad files incorrectly? What should we try differently?