Question: How to convert an imported data to Vector?

A very big data was imported by me through

data := Import("http://fs3.fex.net/get/245716150875/11071260/data.txt");
"3.0994584798345
22.889020258043
....

26.082759642081
42.911810680717
6.4578968130322"



I need to convert it to Vector/Array. Now its type is "string":

whattype(data);
                             string

Here is my unsuccessful attempt:

convert(data,Vector);
Error, invalid input: `convert/Vector` expects its 1st argument, V, to be of type {Array, Matrix, Vector, array, sequential}, but received 3.0994584798345
22.889020258043
....

data.mw

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