Which media you are using in transfer. Sometimes data gets corrupted on the way. Try packing the file(s) with for example Stuffit (Available for Windows too)
Sometimes files sent by email from Mac to Windows break up. The file with the right name usually includes Mac resource fork and the oddly named file includes the actual data. Have not seen tha for a while, though.
Some random ideas:
- Do you have FH11 installed in Win machine?
- Filename should have period before extension like Filename.fh11.
- I'm not sure if files made with Mac FH 11.02 are compatible with Win FH 11.0 - should be though.