You did not do anything wrong! NevoStudio Pro does not Import Hex Codes with PCF Files only CCF Files.
I Used ProntoEdit NG to open the file and to read the Hex Code.It is a good idea to have ProntoEdit NG and ProntoEdit 4 installed.When you download CCF Files sometimes they will not be able to be Import into NevoStudio Pro,but if you open it with ProntoEdit 4 first and then save it again it will work.Do not use ProntoEdit NG when opening CCF Files because it will convert it to a PCF File.
Philips ProntoEdit v4.0.5
[Link: remotecentral.com]Philips ProntoEdit NG
[Link: remotecentral.com]