I can't import anything in Unity!.

[dobbyksdjsdkf]

I’m a newbie to unity, i just got the 30 day trial of Unity Pro, and am trying to make a game like Call of duty, or atleast a fps. ( First Person Shooter)
These are the images i need help with.

Unity Help 1

Unity Help 2

Unity Help 3

Unity Help 4

Please comment either flickr, or this website ( preferably here. )

Thanks!.

[dobbyksdjsdkf]

Thanks. Hope you can help!