Just check that its really in GPMM would be my advice - its very easy to extract something to the card and not realise you've left directory names on, and have it put the .fxe in gpmm\SOMEDIRECTORYorother\. Its happened many times with me an little John.
Other than that, just plug the card reader back in and make sure it copied in the first place. The one I use has a tendency to noyt do so unless you use the "unplug this device" option on the windows taskbar (something to do with delayed writing)...
Hope that helps, although it probably won't...