Importing Premiere Pro LUTs problem

Hello.

This is the first time using After Effects, or trying to, rather.

I am trying to import my Premiere Pro file into After Effects. It asks me for the LUTs file. 

I have found a file folder here: C:\Users\Owner\AppData\Roaming\Adobe\Common\LUTs BUT it doesn't have anything in it that it seems to want in either the Input or Output file folder.

I can't just cancel as it won't let me... I keep on having to control alt delete the program to exit.

Please help. Thanks so much.