Terry, how did you get the "cdg" file into the hard drive. It sounds to me like it really is a .wav file that you simply changed the name to .cdg --- and that won't work.
To read songs from a Karaoke CDG disc into the computer requires:
1. A CD-Recorder that can read and write the CDG format
2. A program like MTU's Microstudio that can import CDG files from the CDR, and write them back out after processing with KeyRite.
Do you have the 2 items above? If so, what are they?