Ask the file provider to ommit the non printing character. If that is not an option, you might write a quick script to strip the last line of the file.
I don't know of a way to tell BCP or Bulk Insert how to deal with this record. Now if you can use DTS things look better.
I created the following table:
create table psy(f1 varchar(10),f2 varchar(10),f3 varchar(10))
I then created the following file:
ABC;;123
DEF;;456
I then selected the psy table in EM, selected All Tasks, Import Data, accepted all the defaults, and successfully imported the data.