Premiere Pro :: Imported Video Files Without Sound?

if I export a sequence from the timeline and have it imported into the project it only imports the film but without any sound. With some codec I can play the clip as it should be in the windows 7 ultimate explorer but I sometimes also get automatically a HD-file and the sound files as way as a separate thing. I never had that before. In fact what I want to do is to create a sequence from my timeline and have that as a separate HD-file to use whereever in the project. Especially if the sound is not the original one but added by myself. I have done that before and I would just get my HD-file and could play it in the preview WITH sound. Now all I get is the picture but .... like I said: without sound. That is not normal. So is that a rather useless update or a failure in the program?

And how can I copy a sequence from a timeline and place it anywhere else on the timeline. Used to be so easy in a previous premiere version. Now copy and paste does not work at all anymore. And whenever I want to add a clip onto a layer, I have to shut all used layers, because otherwise the sound goes anywhere but where it should and might just place itself within another sound-layer.Used to be all much better and simpler in previous editions.