Unfortunately you will never be able to import the data as a MapPoint road or trail. The best you can do is import the data as a free form line. There are several ways to do this I recommend my application CoordEx. With CoordEx you should be able to import the data as a free form line. Right now the application only supports a small set of data files (LOC, GPX, and Magellan Waypoints). The next version will be able to interact with GPSBabel and import many more formats. If you can't find the format you need you can post a piece of your file format to my forum and I will probably be able to get it to work.