Hi - the conversion wizard is looking for files named with a .tax2017 extension in the folder. Can you check the names of the files that you have in the folder and make sure they end with .tax2017 and also that they are not in any subfolders? If you do not see any extensions, you may need to go into your folder options and uncheck "Hide extensions for known filetypes", or right-click the file and choose properties and the full name should be there.