Hi aspfun,
When you create new pages using VS 2005 or Visual Web Developer there is a checkbox option on the "Add New Item" dialog box that allows you to choose "Place Code in Separate File". If you check this box, it will make it a code-behind page -- in which case the import statements will be added to the code-behind class.
The above page is a non-code-behind page where the code is defined inline with <script runat=server> blocks. With this scenario, import statements are done using the <%@ Import %> page directive.
Hope this helps,
Scott