If the size of the dump file is large, usually they will be split into smaller chunks for easier ftp upload/download.
If you are trying to import a dump file that is split into many chunks, then you need to modify the DUMPFILE paratermeter to include
%U
If the dump files are named EXP_PROD_1.dmp, EXP_PROD_2.dmp etc , then
DUMPFILE=EXP_PROD_
%U.DMP