What version of PT3 are you using?
If you're using Vista or Windows 7 are you running both PT3 and Bodog
as Administrator?ATTENTION: Windows VISTA and 7 users, you must read this...
Which folder have you configured to import from?
PT3 has a built in handgrabber so files should be written to and read from the same folder, and as long as it's a folder you have permission to access it should be OK. Something like the default of "C:\Users\username\AppData\Local\PokerTracker\Bodog
Hand History" is recommended.