So, I was able to take an Import Toolkit 9.0, and point it to a folder \\testserver\d$\test.cbass.folder
that contained nothing but a single web.config snagged from a 9.0 site that doesn't exist anymore.
With that and nothing else, I was able to pass step 1.
So, if you're not getting past step 1 (selecting the server path), I have to imagine there's something erroring while it's trying to process your web.config.
Have you hotfixed your Kentico program files? The only hotfix related to Import Toolkit seems to be one that would happen later in the process (Pages in different cultures) but that could be a difference. Otherwise, I'd install a fresh Kentico 9 test site somewhere, pull the web.config from it, and see if there's any glaring differences that might point to an issue.
Another option I could see is if some information was missing in the program files themselves, and the site was actually catching on some other error (wrong version, etc), but then failing to report it properly.