Sounds like the file got moved somewhere else on your computer or it was last opened from a thumbdrive or cd that is no longer in the computer.
Click the start menu and click Search and type in *.doc and that will show you every single .doc file on your computer.
Star dot (*.) is a very handy...
I'd unhook the power to it right away and then have it serviced. I've never seen the dimming lights in mine before. There is a dimmer function on mine but it isn't hooked up to the headlight switch which auto dims the radio lights when the headlights are on.
Those are both output jacks, don't do that. It won't work for one and for two you could fry both units potentially.
You are trying to get sound out of your computer I take it and your comp speakers are blown. If so, you'll need a unit, like a stereo that has inputs on it and then you would...