August 2018 - last edited August 2018
This is the only solution that worked for me. Been trying to replay the series. The actual file has to be renamed for the import to work. NONE of the other solutions ever had that step. Thanks a lot.
February 2021
Finally gave up on the Import of ME1 Finals. Apparently the option doesn't exist. Binaries Folder and other mentioned folder are empty. The tool that is mentioned doesn't exist. They may IF you have the disks AND IF you can install them from the Disk, rather than Client. If you are getting the game from the Client, Origin / Steam, forget it, there is NO import so don't waste your time. I played with it for a couple of hours yesterday. In ME1 I sent Kaiden to deal with the bomb, but then get to ME2 and Ashley is the one who was sacrificed. So much for continuity or anything else. Would have loved to see how it played if you went from 1 to 2.
February 2021
The import works as well on the digital versions of Origin and Steam, even if you have one game one Origin and the other one Steam.