Maurizio,
FEFLOW openes WGEO in case the map you want to load is not georeferenced, so that WGEO can be used to add a geographical reference to the image file. If you close WGEO WITHOUT georeferencing the map by "Back to FEFLOW", the geographical reference is still missing. Therefore FEFLOW says that the map is invalid - FEFLOW is not able to find the real-world coordinates. To solve the problem, use WGEO to georeference the map and save the map before returning to FEFLOW.
Peter