The purpose of the LinkedIn feature is not to allow you to download all your linkedin contacts from your linkedin account at once. The purpose is to allow you to search for a contact or a company and import it. If you import a company, you will import all the people that are part of this company and the structure will be reproduced in OpenERP (contacts within a company).
In order to use this feature:

• install the linkedin module (web_linkedin)
• activate it in Settings > Configuration > Sales > Get contacts automatically from linkedIn and follow the specified steps
• go to Sales > Sales > Customers
• create a customer
• click on the linkedin icon and search contacts or companies