There is another way to accomplish this, but if you ain't really, really careful, you can make a big mess.
Look for a file on your computer called "HPDB.CFG" which is probably in your c:\programdata\uniden\BCDx36hp_sentinel\database folder. Open this file with a text editor.
You will see a list of states and the corresponding hpd file. For example, Kentucky is s_000021.hpd. Note the one for your state. Close without saving the cfg file. Then, copy and paste the corresponding hpd file into its own separate file folder. Again, be sure to not mess with the original files CFG and HPD. Also confirm your state's file doesn't exceed the 1MB limit.
You can then use a program like ARC 536 or Proscan (Arc seems easier) to open the COPIED hpd file.
This method, if executed correctly would save a lot of time importing.
But, be careful.