Hi Riana,
Most likely what is happening is you're trying to open a project in SAS Enterprise Miner that isn't the right file type (I know I've gotten this error myself before!). The folder where you saved your project should have the following folders and files in it:

I just navigated to where my project was saved on my machine, "C:\users\jess\EMTest\Project", and those folders appeared. Click the file "project.emp" to open the Enterprise Miner project. Enterprise Miner projects will always have this name and filetype: "project.emp".
If you are still get the error "Please select another one. The current selection is not a mining project", feel free to open up a Technical Support track and we'd be happy to help you out further
Here's the link to open a track: http://support.sas.com/ctx/supportform/createForm
Hope this helps!
Jess Mayo
SAS Technical Support