Please quote the exact error.
You can also query GetLastOSError, it will give you an errorcode (integer), which may tell more about the problem.
Just a thought.
If your Windows Explorer has the option "Do not show extension for known filetypes" (don't know how it is called in English) tuned on, and you did the renaming in Explorer (as opposed to on the commandline), beware that the filename you see in Explorer may not actually be the filename on disk.
You may want to do a quick:
if FileExistst('bla') then Memo.Lines.LoadfromFile('bla')
else ShowMessage('File "bla" does not exists');
Bart