OK,lets start from the beginning.
First thing to do is make folders on your hard drive, mine is 'embroidery', then under this folder I have sub-folders, dogs, cats, flowers etc. When you download a file put it in the folder which most represents it. Only after it is there then go to 'file, send to and you will see CatExpress there. Click send and when it get to CatExpress scroll down and put it where is is most represented. If you can't find something that matches it you can make new folders or sub-folders right in CatExpress.
After you have done this NEVER move that design from the place on the hard drive where you put it. If you do this you will find when you go to CatExpress that it will say not found.
If you need more help please come back and I'll try to explain more.
Marge