Include file not found even though in same folder.

I'm getting an error trying to compile the sample code for SainSmart's

SainSmart LCD Keypad Shield For Arduino Duemilanove UNO MEGA2560 MEGA1280
SKU:20-011-901

The sample code directory structure is

home
  me
    sketchbook
      keypad_lcd
        keypad_1602for_1.0
          DFR_Key.h
          DFR_Key.cpp
          examples
            Key_Grab
              Key_Grab.ino
              <filename made of strange characters>.c

Part of the .zip file expansion:

   creating: keypad_lcd/keypad_1602for_1.0/
  inflating: keypad_lcd/keypad_1602for_1.0/DFR_Key.cpp  
  inflating: keypad_lcd/keypad_1602for_1.0/DFR_Key.h  
  inflating: keypad_lcd/keypad_1602for_1.0/README.txt  
   creating: keypad_lcd/keypad_1602for_1.0/examples/
   creating: keypad_lcd/keypad_1602for_1.0/examples/Key_Grab/
  inflating: keypad_lcd/keypad_1602for_1.0/examples/Key_Grab/Key_Grab.ino  
  inflating: keypad_lcd/keypad_1602for_1.0/examples/Key_Grab/ð┬¢¿╬─▒¥╬─ÁÁ.c  
  inflating: keypad_lcd/keypad_1602for_1.0/keywords.txt

The error:

/opt/arduino-1.6.4/hardware/tools/avr/bin/avr-g++ -c -g -Os -w -fno-exceptions -ffunction-sections -fdata-sections -fno-threadsafe-statics -MMD -mmcu=atmega8 -DF_CPU=16000000L -DARDUINO=10604 -DARDUINO_AVR_NG -DARDUINO_ARCH_AVR -I/opt/arduino-1.6.4/hardware/arduino/avr/cores/arduino -I/opt/arduino-1.6.4/hardware/arduino/avr/variants/standard -I/opt/arduino-1.6.4/libraries/LiquidCrystal/src /tmp/build551086873859939019.tmp/Key_Grab.cpp -o /tmp/build551086873859939019.tmp/Key_Grab.cpp.o 
Key_Grab.ino:22:21: fatal error: DFR_Key.h: No such file or directory
compilation terminated.
Error compiling.

Why am I getting the error? I have tried putting a copy of DFR_Key.h in Key_Grab with Key_Grab.ino and still get the error. The only way I could get Key_Grab.ino to compile is to copy DFR_Key.h into Key_Grab.ino and delete the #include line.

I tried another example and got the same result. The .h file could not be found.
I'm using Arduino IDE 1.6.4 but I got the same result with 1.6.3.
My system is Gentoo Linux.

Thanks

Have a go at including the file tby selecting sketch --> add file in the IDE and let me know if you are still having problems.

I get the same result. DFR_Key.h show as a second tab but I still get the same error.