Import images module.

I was downloading images using Nikon View and was using sessions, but now I'm testing the catalog mode.
CO import module became important to me.
I've noticed weird behaviour of this module, both in CO7 and CO8.
When I try to import images from SD card (not sure how about CF, but most likely the same), I see the previews only of a nef files.
But when I click the "download all" button, only jpegs are imported.
Any idea?
Regards.