Recreating the subfolders shouldn't be necessary, as the import process should be able to automatically create them. I would recommend first opening the archive file (by just going to File > Open > Outlook data file). The Archive folders will show up in the Navigation pane, and you can confirm that all of the subfolders are intact.

Once you're sure that everything in the archive exists as it should, try the import process again. On the step where you select the folders to be imported, make sure that "Include subfolders" is checked.

The archiving process doesn't back up your Rules, so importing an archive wont import any old rules that you had. Rules are backed up in a separate process by opening the Rules and Alerts window and clicking on the Options button.

-SW