[modeller_usage] Opening files

[pbonar@ualberta.ca]

Hi,
I am new to modeller, and very inexperienced in python.  I am trying  
to complete the first tutorial and I keep getting this error:
IOError: openf______E> Cannot open file pdb_95.pir: No such file or directory.

I have downloaded and extracted the files needed for this tutorial,  
however from what I gather by this message, the program cannot find/or  
read these files.  Is there somewhere special where I must save them,  
or some other name that I have to give them.  Do I have to do  
something to the file in order for it to work.  And if so what program  
do I download to read the file?  Thank you for you help
Pam