Dunno specifically about the Fantom but on some Casios it takes more than a simple WAV extension to make a file importable.
Rather than the standard 44.1 KHz sample rate the Casio expects some weird off sample rate of like around 40 KHz.
Check your manual and check the file properties to see if the file is up to spec with the right sample rate.
Otherwise you may have to resample the WAV.
Gary
