SQL Server 2005 - SQLServer Profiler - Cannot import system monitor counter log

When running a trace and want to import corresponding performance log data in the profiler. The option is disabled in the profiler at File -> Import performance Data

1. Start System Monitor. Saving it to a TextFile (Comma delimited)
2. Start SQL Server Profiler with add both StartTime and EndTime data columns.
3. Stop both.
4. Open the trace file on Profiler
5. Import Performance Data