Importing to 3.3

I am about to try IMPORTING the SERENDIPITY.PHP import code to move the DB into WP.

The directions say put that file in the IMPORT directory and then in ADMIN go to IMPORT and there it will be.

Well in 3.3.1 there is no IMPORT directory, though I can see other options there.

Reading some past posts on this some advise installing 2.9 which has the IMPORT directory, put the file in it, do the DB move, and then upgrade later.
I am running into issues with this as not many themes or plugins seem to work in 2.9. Most themes I install into 2.9 end up giving me a blank admin screen.

Is there some other way of getting the SERENDIPITY.PHP file into the ADMIN IMPORTER with 3.3.1?

Thanx
Kicker