Error: cannot open *.grm.bin file to read

Dear,

I am a new user of GCTA and I am trying to analyze some cacao (the chocolate tree) data, on Linux (Ubuntu 64 bits/Virtualbox). 
Since I have many SNPs (11 thousand), first I generated 2 files marcos.tfam and marcos.tped, as described in PLINK manual (item 3.4. p 37)
Then:
1. I generated the files marcos.bed, marcos.fam and marcos.bim, using PLINK on MS-DOS/Windows (not in Linux, because I had to compile PLINK for Linux and I am not familiar with that)
2. In linux I generated the GRM matrix using "./gcta64 –bfile marcos –autosome-num 10 –make-grm-gz –out marcos" . Note cacao has n=10 chromosomes.
This generated the files marcos.grm.gz and marcos.grm.id

3. When I tried to do a reml analysis using these data with the command "./gcta --reml --grm marcos --pheno marcos.phen", it produced the message 
Reading IDs of the GRM from [marcos.grm.id]
295 IDs read from [marcos.grm.id].
Error: can not open the file [marcos.grm.bin] to read

What may be causing that message?

When I open the txt file marcos.grm.id, it looks fine. See part of that file below.

Thank you very much

1      1
2      6
3      7
...
41    SG-2007
41    SG-2013
41    SG-2017
...
130  SG-2909
131  SG-2916
131  SG-2924