Not sure which import you might be referring to because there are a few that are apart of Turbo Tax. If you're trying to import your last year's taxes into this year's forms, you need to make sure that you have a copy of last year's taxes saved on your computer for Turbo Tax to pull from. If you don't, you're not going to be able to import any information and you'll have to manually do it.
If you're trying to import your W-2 form, it may not be included in the list of Turbo Tax companies that are available for import (the company my husband works for isn't included so I'm not able to import his W-2). In that case, you'll have to enter the information yourself.
I hope this helps a little.
L. Thomsett-Seastrom