Well I'm not sure about the whole import thing, I've never had to use that function in all the time I've been using Backup Exec, but yes you probably will need to run an inventory job on the tape / library before it can work.
Look under Devices and see if the tape which you have inserted is currently showing up? If not then as far as Backup Exec is concerned you haven't inserted the tape and it will therefore prompt you to insert it. Until you tell Backup Exec to run an inventory job it won't check to see which tapes are available, and won't know that the one that it needs is already there ready for use.