I just finished evaluating (and am going to purchase it) Globanet's Bloomberg Importer. Decent product. We were going to develop it in-house but the BBI product was going to cost us less than the developer's time.
For myself, there is a 2 step process to importing Bloomberg files. First, acquiring the files from Bloomberg and two getting them in the vault
What I did to get it working was scheduled a batch process to download the files every day at 5. I have another script that compares the files in that download directory with the staging directory that will be imported. This is because our batch process is unintelligent and can't just download or copy that day's files (or changes from the last batch). I initially had problems of importing the same files but this compare script moves only files that don't exist in the staging directory so that the BBI will import them and rename them *.imported --If this is confusing I can expand on it later, if anyone needs me to.
I then created a mailbox in Exchange and enabled that mailbox for archiving. Installing the BBI, I pointed it to the staging directory and it is scheduled to import all files that don't have .imported on them into the mailbox. Every night at 10PM the mailbox gets archived and cleaned out.
I then gave rights to the vault account to our compliancy dept and they can search though it all they want.
I hope that helps.
Phil.