A link of the url you posted has lots of data for many countries. I downloaded a few files and imported them, but I seem to have problems trying to control their properties, like the color and the marks for the areas.
I may be doing something wrong, Charlie, but like you I wish someone had compiled some detailed info on how to import and manage these layers.
Is there some such info?
One more question, is there a way to speed up the process? When adding many layers (15+) the time it takes to redraw the map is very slow. I played with the scales and the other options in the import dialog, but it doesn't appear to make any difference.
Well, one more, one more question

is it possible to search for an address that exists in the layers I import from the import dialog? Is there a special way to search for it?