Error in Modelsim-AE

Hello,

When running simulation with Modelsim-AE I have this error:

** Fatal: (vsim-7) Failed to open VHDL file "memory.hex" in rb mode.
No such file or directory. (errno = ENOENT)

But the file is indeed present in the same directory as the calling .vhd file.

Is this a frequent (and solved) issue?

Thank you.