Illegal file would typically mean there's something incompatible. You should get some sort of memory full error if you were out of space. If you examine the properties of the two WAV files you loaded vs. the ones you are trying to load now - you may see a difference in sampling frequency,
From the FAQ:
Audio: WAV (44.1 kHz/24 bit/Stereo or 44.1 kHz/16 bit/Stereo)
Note that 48kHz sampling rate is also supported. There are sampling rates and bit depths which will be flagged as non-compatible.