NEURODOC  I think there may be a way around needing to click the Record button to import every single transaction individually when moving a lot of transactions from another program into Moneydance. On the Import dialog there is a choice between importing from a downloaded file and importing from another program. The 'downloaded file' option is selected by default, but if you choose the 'from another program' option, then Moneydance seems to import all the transactions at once (i.e., no need to click on the Record button at all). This also allows Moneydance to import Categories; at least it worked on the files I imported from iBank.   
(Version 2008b602)