I thought I read somewhere one of Quicken 2012's improvements is support of up to 18,000 financial institutions with direct connect vs 6,000 in the past, a part of Mint.com influence.
For what its worth, it appears 2012 correctly downloads NFCU accounts through direct connect even though NFCU doesn't officially support it.
In previous versions, you would activate it by using your access number as your username, then your user ID as your password. During the setup process, it would ask you again for the password and that's when you enter your actual password. After doing so, previous versions would initially appear to work, but subsequent downloads were spotty at best in getting data. It appears, after a couple of tests, it works....... so far. I could always get correct data from a Mint.com account setup, so maybe this is a part of that.
Just thought I would pass it along.