It ask for a flm when you want to resume a rendering.
If you want to start a new render select Open under the file menu and then load the lxs.
When you want to save a render then stop the rendering, chose "save flm" and save it with the extension flm and not as lxs as LuxRender prompts (a bug).
To resume the rendering select "resume flm" then load the scene file (lxs) and next the saved flm and LuxRender will continue to render for more hours.....

Stupidity also evolves!