Others had also problems with the length of the filenames stored on the SD. Also some special chars seems to be causing some problems. The recommendation was always to try it by using something like ABC.gcode as file name .
Ahh, and another point was that the card can't be read by some any's when it's inserted completeley. Just try to put it into the slot till it's recognized by the printer and not deeper. I know that sounds strange, but I had the same problem with my Any.