What version of Maya is it? I heard that in Maya 6 you have to manually make sure to add .obj at the end of the filename if it isn't there. So you can try that.
But this doesn't solve my problem. I can't open OR import .obj files at all, I just get "error". I'm using Maya 6.5, but I don't understand cause I used to be able to open these in Maya 5 just fine. I really need help with this, because right now I am mostly dealing with .obj in Maya, but this truely sucks that it's not working at all for me! Does anyone know what I can do?