I realized that Revit 2011 uses .rvt files vs. .rfa files. Since I removed 2010, I didn't have a program to open .rfa files. Once I reloaded 2010, I was able to open the .rfa files in 2011, which then automatically converted them to .rvt files.
Lesson of the day; when upgrading to 2011, leave 2010 installed.........just in case.
I have 2010 and 2011. When I installed 2011, I removed 2010. When I only had 2011 on my machine, I could not open a .rfa file by the methods you described. It was not until I re-installed 2010 that I was able to open .rfa in 2011.