OK, this thread answers my question.
I'm still running PM 4.5.4 on WinXP and was waiting for the next major release of PM (hopefully with cataloging feature ? Yes, yes
) before purchasing and update lisence. And in PM 4.5.4 did get the same "unsupported file" message.
I looked through the PM update pages and could not find any mentioning of NRW format being supported (even it's around for quite some time). So I guess I just have to wait till I update, or is it possible to just add this one feature to PM 4.5.4
(probably not, but hey, nor harm to ask
)