Can't figure out how to import your Mass Effect 2 (ME2) savegame into Mass Effect 3 (ME3)? Well don't worry, EA actually has an article on how to do it - it would've been nice if they just told us in the manual somewhere but unfortunately they don't which meant I spent a bit of time figuring out how to do it (Note: Copying the ME2 saves to the ME3 saves folder doesn't work).
Anyway, the way to do it is so:
1. If you already have ME2 installed, you don't need to do anything, it looks for the games automatically in your ME2 save directory.
2. If you don't already have ME2 installed (like me), you need to create a folder at this location:
Documents > BioWare > Mass Effect 2 > Save > [save files]
with your saves. Then you're all set :).