"Bad File Extension" when open a modeler file on CD

Modeler Plus 6.5

1. Burn a Modeler file (.mdr) onto a CD(or DVD).
2. Double click the .mdr file on this CD, or use "Open Model…"menu.
3. A “Bad File Extension” dialog appears, the model cannot be opened.

But if I copy the same .mdr file to hard disk first, it is ok to open.