Select the incomplete file in the XDCAM browser
Click the Logging button in the browser.
At the bottom of that field will be the Sub clips drop down with the .SMI file and the two part clips below it.
Click the clips check boxes and this will enable the import button which you click, that will import the file as a lovely Quicktime file to your import directory specified in your preferences.
Its painless once you do it once, not intuitive though.
Thanks to all for the previous posts it really helped me out.