It took me 18 clicks (that’s right 18) to get to my world.dat file, but I finally was able to import my league file into Out of the Park Baseball 2007.  The “explore” button in the import dialogue doesn’t do anything as far as I can tell.  At least it doesn’t change the import directory as far as I can tell.  I’m not sure what the explore button is supposed to do, but the DOS-like directory selection seems to be a design decision and not a bug.