When a file is unsupported, this means that the file type cannot be understood by the device. Media-playing hardware can only operate with specific file types, or extensions. If you downloaded a document onto an mp3 player and expected it to play music from the file, the mp3 player would not know what to do with it. Likewise there are some sound file types that certain hardware cannot play.
Some common file types for music include .mp3, .wma, .wav, and .aac
If your song file is not supported, it might be a good idea to convert it into a format that is supported. There are several online resources that can help you convert your file for free.
The NTFS file system is supported in Linux by both a kernel module and several userspace programs. It is not supported as a root file system and is not recommended for permanent file storage.
It appears you have to save the file in a PDF format, or one of the other supported file types. When you save the file 'as' change the ending from .doc, to one of the supported file types.
The first file system Linux supported was the MINIX file system.
http://makesite.in/supported-youtube-file-formats/
An .fsg file is the extension used by IBM Voice Type. An old file extension, not supported yet.
Right click the file and choose get info. If that doesn't solve the problem it's either due to a file permission problem or a file format problem. Check if your user is the owner of the file and if the file format is supported by iTunes. If not you will have to convert it to a supported format.
Under Windows I believe the only file system with full support for this is NTFS. On the Mac its standard HFS+ file system has always supported this. On Unix and Linux all native file systems supported this.
mp4
3gp
If your file opens in another program you can right click your file and choose open with. Choose WordPad and make it default if you wish. If the file wont open in WordPad at all it's most likely a file-type not supported by WordPad. You might need additional software or convert the file to a supported type.
The 3 major file systems are FAT, FAT32 and NTFS