Hi David,
I'm not 100% sure I follow what has happened. Could you answer a few questions to help clarify?
When you say you changed the name of a file, did you change the name through the file system or rename it through WavePad?
What kind of file was it?
What are the other 4 files? Are they also audio files? (eg. wav, mp3, m4a)
I don't quite know what you mean when you say that the other 4 files were added to the first one. Could you describe more about what happened?
Regards,
Ben