This is the way WordPRess itself works, with the separation of the design from the content. Also - if we forced an impor tof the demo content, this would destroy the content on people who have existing sites and simply wish to change the design.
These forums were CLOSED to new posts on November 19th, 2012. New forums are here: http://www.studiopress.com/forums/
and you will need to SIGN UP AGAIN.
If you need assitance with setting up your theme, go to http://my.studiopress.com/
and read the SETUP links or the TUTORIALS link on the side tab.
If you need Account Assistance
, file a help desk ticket at the same location.