I could be wrong, but I think that feature is now only available if you buy the Technical Communication Suite. I don't think the plugin can be installed for standalone versions of FrameMaker and RoboHelp.
Unsure about the plugin message, but you can import FM into RH9. The problem may be that you have a current RH9, but not a current FM10. Try downloading a trial of FM10, create a v10 copy of your book, and see if that imports.
Mark's comment applies to linking, but not to importing.