Did you ever receive an answer on this as I'm currently experiencing the same exact thing but have not found a resolution to my problem.
Got it working thanks to a colleague and a bit of searching:
“I then tried another method of opening the project as described on my site, renaming the CPD and then opening the project using the HHP file. This time no missing folders and files, so no missing links, and the project can now be opened via the XPJ file.
If you double click the HHP, you should see things start to happen. First you will be told there is an XPJ to which you say you don't want to use it.
OR: opening RH8 and browsing to the HHP worked fine.
Straight from a post from Peter G.