Corki, 

When you save to your computer assuming you are using Windows there should be an option to save file as.  There should be a drop down that allows you to pick all file extensions.  If you select all file extensions you can remove the original QFX extension and add QBO extension.  At the end of the day it is just a text file that you should be able to open in notepad to review.  

The caveat is you may need to change some of the tags in the text file.  For most of the downloads I need to remove any <MEMO> tags first and then convert all <NAME> tags to <MEMO>.  That's only if you want that data to come through in the Quickbooks memo field.   You can do a find and replace in notepad using Ctrl+H.  Since you have 15 months to go through this may take some time. 

Sorry I don't have any screenshots to share for a visual reference.