File not found exception in Java code?

In the following code in the while loop after the equal sign I am given the error that the file cannot be found. Since I am of course having the file read in by the user I'm not sure why it is giving me this error?

import java.io.File;

import java.io.FileNotFoundException;

import java.io.IOException;

import java.util.Scanner;

public class StatDriver {

public static void main (String[] args)throws IOException

{

Scanner scan = new Scanner (System.in);

final int SIZE = 20;

int count = 0;

String fileName;

double[] grades = new double[SIZE];

Stat statistics = new Stat(grades, count);

System.out.print(" Enter file name: ");

fileName = scan.next();

readFile(fileName, grades);

System.out.println("\n My Grades - View Statistics\n -------------------------");

System.out.println(" Count: " +statistics.getCount());

System.out.println(" Average: " +statistics.calcAvg());

System.out.println(" Median: " +statistics.calcMedian());

System.out.println(" Maximum: " +statistics.findMax());

System.out.println(" Minimum: " +statistics.findMin());

}

private static void readFile(String fileName, double[] grades)

{

final int SIZE = 20;

Scanner inFile = null;

for(int i = 0; i < SIZE; i++)

{

inFile = new Scanner(new File( fileName ));

while(inFile.hasNextDouble())

{

grades[i] = inFile.nextDouble();

i++;

}

}

inFile.close();

}

}