> > However the file extension is associated with Money/Quicken, so that
> > instead of being prompted to save to disk, it just fires up Money and
> > imports.  Couldn't GnuCash easily do the same?
> Yes, someone just has to write the command line support to pass the file to 
> GnuCash's ofx module.

In that case, can I suggest that someone raise an enhancement request in
bugzilla for this? (Unless you're planning to get to this soon,
Benoit?).
I think what would be ideal would be some arbitrary way to pass command
line arguements to a module. Maybe something like
"--<module-name>=arguements", which can then be used for whatever
purpose is required in the future as well.