Mudbox :: Failed To Load Texture Files

I have a problem with loading the paint layers on my object.

I created an object in another software and then imported it into Mudbox. Here I started painting the object, but when I close and re-open Mudbox I get the error: "Failed to load texture files both ... and ..." (my two paint layers). I had this same error two days ago on a similar object, when I moved only the ".mud" file to a different location, but then I realized I need to move also the ".bak" file and the folder containing the layers into that new location and the error was solved. This time, the .mud, .bak and the folder are all in the same location, they all have the same name but I still get the error. When I open Mudbox I just get my object as it was when I imported it, with no painting on it (even though the two paint layers appear in the "Layers" tab), and with the error mentioned above.