Importing products does not maintain my PrimaryForeignKey

When I import my csv of products, I download the sample csv sample and complete it with products then I match up the columns including our PrimaryForeignKey. Once the import is complete I have to export the products again to actually see the PrimaryForeignKey, but I can see that the import function has reset the id columns of the products to an auto incrementing value.

So now when I query the products table from my website with the API it cannot find the correct product or even worse it does not find one all.

What can I do to stop this.