In tax year 2012, we need to import 2011 tax return file. 2011 return file is a .r11 file, no matter where it is saved. When you import 2011 tax return file, you just need to browse into that folder and choose that .r11 file.
First run myTaxExpress software, then choose menu "Start | Import 2011 Tax Return File"
An "Open File" window will pop up, navigate to the 2011 tax return file folder, i.e. usually it is \\my documents\mytaxexpress\2011\data, and choose one .r11 file and click "Open" button