I had that sometimes; if all you did was change the filename and not the extension, then just click "Refresh" in the Shared Files menu of WinMX. Sometimes I had to click it two or three times to get it to recognise the changes. It mainly happened to me if I renamed files via Windows Explorer; if you rename files via the Shared Files menu directly, then it doesn't seem to be a problem.
But if you changed the extension, then you should check whether the new extension is listed under the Shared Files section of WinMX settings; if it is not, then you can add it via that dialogue box, and when you refresh, it should appear.
Hope this helps.....