Handling bank transfers from savings to checking

[Randy Arrasmith]

I am new to accounting software so please excuse me if I am asking a basic question.  I did a search of the mailing list and on google but could not find an answer to this question which seems like others would have come across the same situation: I have downloaded a .qfx file for my saving account and one for my checking account.  I had previously transferred $450 dollars from saving to checking at the bank and this transaction appears in each .qfx.  The problem I am having is GNUCash treats them as two separate transactions (because of the two different files).  So when I tried to "transfer" the savings transaction in GNUCash from Imbalance (which is the default import listing) to checking, it creates a second transaction in checking and checking is now $450 more than it should be.  I think a simple solution would be to delete the "other" transaction from checking first but this doesn't seem clean.  Is there a way to select two transactions and link them for this scenario?  I don't mind doing it once, but it seems without knowing how to deal with this, I would have to manually do it each time I transfer funds at my bank and import the data.  Surely others have downloaded multiple .qfx(s) and have moved money around at the bank.