MARS provides easy data access, directly importing over 80 different file formats. (Similarly, MARS predictions can be written out to over 80 formats). Just make sure that "Use DBMS/COPY" option is activated in the "File" menu to have an access to this important feature.
To open the Boston housing data file, we select "Open"->"Data File..." from the "File" Menu, specify the type of file (e.g., Systat, Excel, SAS, ASCII, etc.) and then select the file itself. After opening the file, the Model Setup dialog automatically opens.