I have a problem with WF. I use WF Classic 4.0 (works perfectly well)
OK, it doesn't work that well, since it fails to convert your TMX. Wordfast Classic 4.x is very old (2004). The TMX import/export function has been refined since. You ought to try the current version (6.13).
When a client sends me a .tmx MT, the conversion produces an empty MT whereas the original MT contains hundreds of TUs...
Help needed !!!
If you don't want to use the current version, you may want to try WfConverter, a free standalone utility that can converter TM's from TMX to Wordfast, and vice-versa.