There are several possibilities.
Let's start with the file name. The Palm OS has a 74 character limitation for folder/file names. See if the path/file name of your files is over 74 characters.
Next, make sure your file name only contains standard English characters. The Palm OS does not support non-standard characters.
There is a potential issue hotsyncing files on the Treo 600. Palm has released a patch. If you are having problems transferring files to your device, you'll need to install this patch. It's available at:
http://www.palm.com/us/support/