It's hard to tell what the problem is. Your computer viewing software could have altered the file so it's not Nikon compliant or you might have put the file in the root directory of the card instead of the directory in the DCIM directory (like 100ND300). If that's the case then the camera can't find the file where it's supposed to be.
The directory structure should be
D300 --> DCIM --> 100ND300 (it can be slightly different)
If you want to eliminate this problem in the future put the card in a card reader and copy the file onto your computer. That way the file stays unaltered where it's supposed to be.