The loading of the registration file uses the sessions that are shown on the second tab in Excel (see image below)
You should make the second tab of the Excel have the exact session names you want, and make sure that
the athletes' sessions match these names.
In the following example, the athletes would have to match one of the names of the sessions (M65, F53).
So you don't actually need to create them in the program beforehand.
The idea of the initial registration file is -- Create it/Load/Fix it/Load/... until all is good. This is why it has the "clean the sessions" behavior.
If you want more control, there is the "Advanced" section at the bottom of the page.
