As a general comment, all .gpx files are not created equal. The .gpx standard is apparently not as standard as many would hope. We have found, for example, that not all shapefiles converted to .gpx can be opened by MapSource - they just fail. But if you use something like DNR Garmin to load the troublesome shapefile into the GPS as a .gpx file, then download that same .gpx file that MapSource wouldn't open standalone into MapSource... then MapSource sees it fine and can work with it.
It often has to do with headers and extraneous characters. But the bottom line is that not all .gpx files are created equal. Some won't open and it isn't because you're doing anything wrong.