Using the 32-Bit Edition of PFE 0.07.001, you will find that attempting to import a registry configuration set from a .rcf file using the "Import To" button in the "Configuration Sets" panel of the Options Preferences dialog fails, showing you a mesage that says
System Error : Unable to delete existing data from configuration set [name]
This has been confirmed as a bug in PFE version 0.07.001, and there is no workround available in this release.
It is corrected in 0.07.002 and subsequent releases, and you should upgrade to effect a cure.