When you select the file to import order information you are shown how to retrieve
the orders from each site.

The following links show the details of how to import each type.
Ebay
Amazon SellerCentral
Amazon Marketplace
PlayTrade
RomanCart
osCommerce/CRE Loaded
eBid
One Stop (importing orders from
other applications or products)
CubeCart
Actinic
Interspire
If you want to automatically be prompted for a filename each time tick the Prompt for filename on each import.