The Finder has the ability to associate certain types of files with applications of your choosing. If you want iBank to automatically recognize the files you download from your bank's website, you can tell the Finder to associate them with iBank:
From that point forward, any time you double-click a file with the same type, it will automatically open iBank and begin an import.
After associating the file type using the steps above, you can set your web browser to automatically open files of that type after they are downloaded. This will allow you to download and begin importing new transactions into iBank with one click from your bank's website! Of course, this is not necessary if you use iBank's built-in web browser.