start saving your hand history by settings-playing history-hand history and tick box to save hand history and check the location that stars is saving it. default is best as easier for pokertracker/hem to find them.
then try emailing support@pokerstars.com and ask them to send you all of your hands that you have played and you will be able to import your previous hands as well.
Are you sure it doesn't save your hand history? I never did anything in PokerStars options to save my hands, but it is automatically saved in My Documents/PSHistory/myname . Maybe you were looking for hand history in your installation folder?