ofx file import issue in q2006

hi i recently upgraded from q2004 to q2006 and am just trying to figure out how to deal without qif files. i figured how to get ofx files from my bank account, but when i import them, the window gives me the option of selecting an existing account to import into or creating a new account. problem is, the dropdown list of existing accounts doesn't include my bank accounts ! why don't they show up in the list of existing accounts i can import the ofx into ? is there some change i have to make to the account ? thanks.