Copy it to the root directory of the Kindle's USB drive when attached to the computer, i.e., not into any subdirectory.
And double- and triple-check that the file you're trying to write is a) the correct one for your device, and b) that you're spelling its name correctly in the dd command. You can get a list of all files on the usb partition by issuing the command "ls -la /mnt/us/" in the terminal you opened with putty.
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