Another Newbie Question

Have just been working through the Worldcraft Tutorial. Managed to make the cube, texture it and export it. Can see the .dif file in the folder etc. Moved on to the next section of the Tutorial and tried to insert my cube in scorched earth. Hit F11 - fine, Hit F4- fine, but my cube is not listed anywhere. Tried remaking and exporting it into the various folders listed etc, but it never shows up.

Is there something I need to do to refresh this listing?

TIA,

Stu.