If you are using Holdem Manager to auto-import hand histories, it is probably moving the hand histories from the default location to another folder. To find out where it is moving the files:

Open Holdem Manager.
Click on the Options menu.
Select “Configure Auto Import Folders”.
In the Configure Auto Import dialog, select your hand history folder and click on the Edit button.

In the Edit Auto Import Folder dialog, the “Archive Folder” field contains the destination path where Holdem Manager is moving the hand history files. This is the folder you need to open in the Wizard.