Import to stage dialog box not appearing

[Toteachflash]

Hello, I am new to the forums and new to flash. I am currently teaching it to high school students.

I am trying to have them import a .ai file to their stage and the "import to stage dialog box" is supposed to come up but it does not. Flash is just importing the whole file right to the stage not allowing us to separate the images into different layers.

Is there a setting that I need to change to allow for this to happen?

We are running Adobe Flash CS4