The Import dialog (File menu or region bin) is only used to load files that are on the digi SCSI bus, since files must be on the digi SCSI bus to be in a session.To load audio files that are on a CD ROM or a drive on the Mac bus into a Pro Tools session, use the "Convert And Import Audio..." function in the Audio Bin pop-up. This will allow the files to be copied to the drive on the digi SCSI bus, then loaded into your session.