Ah-Ha! Right, think I've worked out the problem!
When I save a photo from Photoshop, I often place it on the desktop with a view to e-mailing it or posting it somewhere on the internet. I've just looked at the file that was supposedly saved as a .psd, but under "properties" it has no file extension. So I added the .psd and bingo, up it popped in the LR import window! I've since gone into Photoshop preferences & ticked it to add a file extension. That's really odd - I've never deselected that option but, hey ho, mystery solved.
Many thanks for your patience Mr Paige, I should have looked at this before. Put it down to advancing senility...