couple of things to add...there is a drop down menu on the full tilt lobby that allows you to click and save hand histories to the hard drive. Once you have done this any open table will have the hand histories saved.
To import with PT you need to make sure that the file that PT is pulling from is the Full Tilt\HH folder and not the FullTilt\HH\[yourscreenname]. Those file names may not be exact but you get the picture. Party would save your files under your screen name and if you don't have PT updated the FT auto-import may have it setup wrong.
Best bet is to open up a couple of tables for datamining and run the auto-import. If for some reason it isn't picking up the hands check what I mentioned above. If it doesn't make sense you can google "datamine full tilt pokertracker" and you can find the place on the PokerTracker forums where this is discussed.
On a side note:
Also if you use auto-hotkeys that can be found on overcards.com, be aware that since Full Tilt updated its software yesterday there is no longer a custom window to filter out games you don't want, and so the autohotkey code that searched out and opened up tables of your preferred type no longer really works. However the buddy list autohotkey still works.
hope that was confusing enough
