I had the issue with one of my banks where it offers a quicken (.QFX) file and not quick books (.QBO).  I opened both files with Notepad and saw they used similar tags.  So I just saved the file as a .QBO file and gave it a shot to import.  Seemed to work fine for me.  I think that is also what RoseMarjorieA is saying too.

I would suggest making a back up prior to experimenting with this technique.