> Run Emacs, click on "File" on the toolbar, and then on "Visit new file".
> Enter a filename and click on "open".
> A message window appears telling that there is no file with such a name,
> suggesting to check it and try again.
> C-c C-f instead creates properly the file.
>
> In GNU Emacs 23.1.50.1 (i386-mingw-nt6.0.6002)
> of 2009-06-30 on LENNART-69DE564 (patched)
> Windowing system distributor `Microsoft Corp.', version 6.0.6002
> configured using `configure --with-gcc (3.4) --cflags -Ic:/g/include'
This sounds like it might be bug #3969. It was fixed and closed, but after the
release. You are using a pre-release snapshot. You should at least update to the
release, 23.1 (but the bug is not fixed in the release - you need a more recent
snapshot).