It is very frustrating because we do not know from where in Scotland they came, though we know a tiny bit of information about it, verified by a chance meeting with someone else with the same surname but not related this side of the pond. Our guess is they left during the Clearances, when whole Highland (and Island, all Gaelic-speaking) communities disappeared.
I should try again.
We know where the records are now, in a depository in Bath, England, but need to schedule something like a week's visit there.
LDS.org has spent the last two years with a massive effort involving 100,000+ volunteers around the world to transcribe information from documents in many languages.
That, plus the regular genealogy that is available should help your search. There are also indexes available that may help.
You might also try EllisIsland.org.
So much more information is available than a few years ago, it’s amazing.