Makeblast Db Problem

I try to get makeblastdb working on windows. I installed blast-2.2.23-ia32-win32 . I followed the tutorial at http://www.mesb.bse.vt.edu/publications/Stand%20alone%20BLAST%20simple%20tutorial.txt

I put the ecoli.fnn I downloaded as CP000948.ffn into the bin folder. I get the error:

C:\Users\Christian\Desktop\AlBioU\bin>makeblastdb -in ecoli.fnn -dbtype nucl  -out ecolidb.db

Building a new DB, current time: 10/24/2010 17:18:23
New DB name:   ecolidb.db
New DB title:  ecoli.fnn
Sequence type: Nucleotide
Keep Linkouts: T
Keep MBits: T
Maximum file size: 1073741824B
Error: Unable to open input ecoli.fnn as either FASTA file or BLAST db

Are there any gotchas that might have caused my problem?