Actions to Import Data Set

[TallMeerkat]

Hello, I am creating an action set using variables and data sets. However, while recording the actions, the steps after image>variables>data sets are not being recorded. I need to record next- import>select file>ok>use first >replace existing data>ok>apply >ok.

I have tried insert menu item but i can get as far as "data sets" but no further. What am I doing wrong?

Thanks,
ps5, windows 7