Sounds so simple in the manual but exactly how do I import a height map, nothing seems to work for me.
One of my students just finished a series of video tutorials on creating Unity terrains. One of the chapters is on creating and importing Height maps:
Hope this can be of some help!
Have you seen this question and answer:
http://answers.unity3d.com/questions/130/issue-with-importing-raw-heightmaps-made-in-photoshop
There's some good advice there. If none of that solves your problem, you'll need to add a bit more detail to your question - such as, what app are you exporting your heightmap from. What size image, what are your terrain settings, etc.