Hi Charlotte,

Under Setup->Structural there should be text in the top left of the "Structural Data" box that reads "Session-invariant structural data".  This is actually a drop-down menu; click it and select "Session-specific structural data" then you'll be able to load each structural file corresponding to that session/visit's functional scan.  (You may need to update CONN to get this option if you are running an older version).

Jon