Hey Richard,
I got the files and I imported the comments without any problems. Can you tell me what exactly goes wrong? Do you get a white screen or what?
In the screenshot I didn't set the commented component column to name - The name column in jacomment is the commenter's name and not the component name. That was the only difference with your settings.
If you get a white screen while importing, then most probably your php maximum execution time is set to a very low number - like 30secs. You need to increase it to a minute for example.
Daniel
P.S. Can I actually get access to your website???