The import behaviour was changed in the last releases. Please update to this prerelease now:
http://www.holdemmanager.com/Downloa..._04Jun2012.exe
To fix all the different hero names you should create a new database and reimport all hands from your archive (default c:\hmarchive) via import folder.
Zoom Hud: please make sure that your stars screenname is added under Hud options -> setup hero names (the one how HM currently imports your name, no alias!)
The last issue should also be solved with the new database.