I order to import via bootstrap.dat, you must place the file within your client's data storage directory.
Windows default: %APPDATA%/Xencoin *nix default: ~/.xencoin OS-X default: ~/Library/Application Support/Xencoin
When the client is started, it will auto-detect bootstrap.dat and import the blockchain.
When I tested this on both client versions I have, it worked without issue - but the older 0.6.3.x clients are slow as sin on import - most likely from lack of optimizations on SSE/SCRYPT that newer clients have (among other issues).
When import is complete, bootstrap.dat is renamed bootstrap.dat.old (or something to that effect) - it can then be deleted.
Files are stored at Mega, in two archive formats - 7Zip (windows) and a gzipped tarball (*nix/OS-X)