There is not much use in trying, David. It makes more sense to import your photos first and then open them in PE. Use a card reader (you can use your camera, but it really eats batteries and camera recognition on any platform can be an on again/off again kind of thing) and either drag the photos to the desktop or use Image Capture or iPhoto.
I myself just drag the photo folder from the card to the desktop, then use the PE file browser to open the photos for editing. If you use iPhoto you can set it up to automatically launch PE when you double-click a photo you want to edit.
If you import directly into PE you have to save every photo individually, so why bother?
Once the memory card is inserted, it should show up as another drive when you use File>Open. Some people are confused by this and try to access it through Import. Might this be what’s happening with you? I think many people, me for one, do prefer to download their images to a folder on the hard drive and then remove the card before opening the images in Elements.