I saved a gpx file to my hard drive. When I try to import it into my collection I search for filename in the hard drive folder but it doesn't see the file even though it has a .gpx extension?
What operating system are you using? Are you sure the file names are actually .gpx, and not some other extension?
Try disabling the option for "Hide extensions for known file types" (on Control Panel -> Folder Options).
eg if they are named example.gpx.txt, Windows might hide the .txt part, so it looks like it is just named .gpx.