To receive files from another phone on the X8's and X10 mini's, you have to use your device to look at the remote files on the other device then tick them, and use edit, copy and paste in to local files - all accessible from the menu key whilst the app is open.
Apologies on the first post I thought I was in the X10 forum. I keep an eye on all the Xperia phones and they operate slightly differently. Anyway, glad you got sorted - I will edit the other post to remove the X10 reference.