cannot create CLM files

Struggling with this... using the primer on the Maxent page, I have been trying to create future climate BIOCLIM files for north america. I am fine up until the "create .clim files" at step 6f.

At that point, I have copied a .gri and .grd file and renamed them "alt", both extensions. I have changed the tmin to tmin_ , etc. the files do not show up in the file browser. if i click "OK" then I get a .cli file that is only 1 KB. There is no error message. Anyone have any ideas?