My advice would be to get rid of them. It sounds like you've done everything you can to help, what more can you do? You've given them the file, you've told them to use a certain type of software to open it, and you've found alternative methods. Concentrate on another client who deserves your time.

Can you not just convert it to the format that works in their current software?

It's hard when you don't know the full story, sorry.