When you do the import of the dbx files, you need them all in a single folder, and you set the import to point to that folder - not within it to the files themselves.
If you've copied then from a CD. you also need to unset the "read-only" attributes for the files.
As far as the .wab file for the addess bbook - you can simply copy it into the same place as the new wab file, and rename it to the same name as the newly created wab file (having first renamed the new one). Once again take off the "read-only" attribute if it is set.