i looked it up, i got nothing that could help me. 
 
Here's a picture of the saves in My Documents > Bioware > Mass Effect (after beating the game) 

The game generates a savegame on completing the game that you won't be able to see in your general save library, and you cannot access it through your regular load game screen. All you need to do is finish the game to where the credits roll (and listen to the awesome M4 song) and then just boot up ME2 and the game will recognize any game completion savegames in the import tool.
 
EDIT: To be clear, your savegames are not the savegames used for the import, the savegame used is one that the game generates by itself that remains invisible to the player.

The PC version doesn't have an internal import save feature like the 360 version?

I came in here thinking it might be the 360 version which has an import feature. I have no idea how to use the PC one.

For your spoiler thing, you decide that via an early conversation in Mass Effect 2.

" The game generates a savegame on completing the game that you won't be able to see in your general save library, and you cannot access it through your regular load game screen. All you need to do is finish the game to where the credits roll (and listen to the awesome M4 song) and then just boot up ME2 and the game will recognize any game completion savegames in the import tool.  EDIT: To be clear, your savegames are not the savegames used for the import, the savegame used is one that the game generates by itself that remains invisible to the player. "

I downloaded and placed the ME1 saves in the ME1 save folder. I then put in the ME2 disk. I hit configure and there's an import ME1 save option. I then just did what it told me to do.
 
Also, I uninstalled Mass Effect, but left the saves. Less space used that way.