Well, err...
As Faithness said, make sure you click export and not save. Or you might find the object in your exports folder (or) object folder.
Otherwise, re-download the objects, go into map maker, and then export them - you'll usually find them in your exports folder.. Make a copy of the object's file and then try pasting the file into the My Computer >> Local Disk (C:) >> FeralHeart >> media >> objects >> my_objects folder.
Sometimes it works, sometimes it doesn't - but that's what I do when something like that happens, and it works perfectly fine. Good luck.