[fptex] LaTeX cannot find new Prosper style files

[VK]

Hi,
As a part of the TeXLive distribution of fpTeX for WinXP I got Prosper - a
package to write PDF slides. The distribution included a few style files and
worked well with all of them. However, adding a new style file proved to be
a problem. Everything works if I keep the new style file, say
thebestone.sty, in the same directory with the latex document, but latex
cannot find the style file if I move it to the prosper directory where other
style files reside. Typical output is:

! Class prosper Error: unknown Prosper style file: PPRthebestone.sty. ....
! Emergency stop. ....
Sorry, no additional help ....
No pages of output.

Do I have to register the new style file with the fpTeX somehow, or what
else might be the reason?
I am sorry if the issue does not belong to fpTeX distribution directly.
Apparently, it might be equally a problem of prosper or WinXP as well.
With many thanks in advance, VK