Try rebuilding your Songs Database.
Tools menu > Build Songs Database command : click the Build Songs Database button at the bottom left of the dialog box.
If I am right, this will find any files that are bad as it adds them... or not. Read the manual on this command (see under Tools menu) before you start. It gives you the filename where bad filenames are written to. You can then open this afterwards and see what files to re-import.
Power users out there, correct me if I'm wrong...
