I see this as a general problem with the file panel, not just with the import. This is probably an issue with the component we are using and the magic that windows 7 is doing with the My Documents folder. You should also have a Documents folder shown in this dialog. The Documents folder should be the same as the My Documents, but you should not have problems accessing it. I am filing a bug.
Thanks, I was thinking whether it was due to a Windows-specific conflict in my laptop.