When I learned of the nonsense I would have to go through in order to move from Windows Quicken to Mac Quicken, and if the major loss of functionality, I abandoned my test-drive of Mac OSX.  Then I said, "Hey! I could probably use the same instructions to move to GnuCash and reduce by one my use of paid software.  (Free is a good price, right?)

The following is a modified version of Intuit's instructions for converting from Windows Quicken to Mac Quicken.  I also abandoned my tentative plans to move from Windows to Mac, on the basis that I could tell I would become one of those shrill Mac users who is always complaining about the lack of parity in Mac versions of Windows programs.

1. Install GnuCash 2.2.4 for Windows
2. In Quicken:
1. Tools/Account List/Options/View hidden Accounts
2. Accept (or delete) all your outstanding downloaded transactions.
3. Separately:
1. Export the security list for all accounts to C:\Temp\security.qif.
2. Export the account list for all accounts to C:\Temp\account.qif.
3. Export the category list for all accounts to C:\Temp\category.qif
4. Export the TRANSACTIONS for all accounts to C:\Temp\transaction.qif.
4. In GnuCash:
1. Import C:\temp\security.qif
2. Import C:\temp\account.qif
3. Import C:\temp\category.qif
4. Import C:\temp\transaction.qif

The import was 95% successful.  I had a few spurrious new transactions.  I think they were related to splits that transferred money between accounts, and GnuCash imported both the sending and the receiving transaction as SEPARATE transactions.

However, then I started trying to actually use GnuCash.  It is terribly slow for things like Net Worth by year.  I suspect that it calculates everything, rather than maintaining summary data.  I've got 15+ years of data.  Quicken handles it promptly, and GnuCash doesn't.  I'll check back in on GnuCash in a year or so and see if they've sped it up.