Hi,
several questions:
when you say "exported", that means that the file was originally on your computer and you moved it to your external hard drive or do you mean "imported" from a source external to your computer/hard drive?
If you meant "imported", where are you importing it from? What application is being used? Are you downloading onto your computer directly?
If you are using Safari, check out in the pull-down menu in the uper left corner of your screen Safari/Preferences/Save downloaded files to
Has the file an extension? If so, can you use Spotlight?