Problems opening .vtu in ParaView
 

I installed ParaView few days ago and I want to open an unstructered grid data file generated by my solver. The file has .vtu extention, but as I click on File->Open and then I choose the right file format VTK UnstructuredGrid Files(*.vtu) I get an error message from ParaView: 'A reader for "C:\export_paraview.vtu" could not be found.'
Does anybody know why this happens and how to solve the problem? I downloaded a Release version of ParaView (not a source code). I tried it out with both 3.6.2 and 3.6.1 version of ParaView and I get the same message.
I hope, somebody knows the problem and can help me.
Best,
Bartek