Shift+F1 problem

What´s up with the ( shift + F1 ) command? If I try to open a blender file and “import” some objects or lamps into a new blend file it sometimes fails. Why can´t I always open the files that I need? Does this need a special view mode or something?

Have you tried this tutorial, it clarified some points for me. tutorial Append.html

Thanks a lot! This tutorial sure helped me out!