Forum:I can't import a save game from ME1 to ME2 can some one please help me?

i pretty much said it all in that title, i played the second game before the first, but now that i have completed the first game i can't import my character to the second one, the game and everything else i find tells me to use save game configuration but not what that is or where to find it, does it matter that i downloaded the game instead of buying a hard copy? any help will be much appreciated. Cheers.