I use PocketSense, but I understand that it works differently for 2005 than for the Plus version that I use.
Do those transactions go into separate account? I am pretty sure they should. Is that account a "Watch Account" (pretend account)? I don't know if that works. Somebody who uses PocketSense with Money 2005 will probably know that. If that works,
the advantage of a watch account is that its transactions don't count toward totals and reports. In the Portfolio view, you can choose to include Watch Accounts or not with ChangePortfolioView->ShowWatchAccounts.
I did not really understand "Unless you delete that transaction before the next import ( next morning) the updated prices will be registered". I am not sure what "registered" meant, and for my guesses, I do not understand why that would
be undesirable.