What I do is put a global field of type container on my layout.
Then I use Insert File to ask the user to select the file from which data will be imported with the "Store a Reference" specified. It's then possible to extract the file path (Which records the file's name and where it is located) into a variable that I can use with each of the Import Records Steps.
You may not need to do the extra work, and who wants to?...It sounds like you 'forgot' to open the Import Dialog FILE_PATH subsection of the Script Step (the first button of 2 in lower right corner)....in that dialog you need to ADD the reference to the File being imported (use buttons to select just as User is doing now). Once saved THERE, it will NOT prompt User for path anymore.
Hope that helps! Cheers,