let's see if there are any leads in the manual..
http://dev.mysql.com/doc/mysql/en/LOAD_DATA.html
"LOCAL is available in MySQL 3.22.6 or later. "
... this indicates that the function is available prior to version 4.0.22
"For security reasons, when reading text files located on the server, the files must either reside in the database directory or be readable by all. Also, to use LOAD DATA INFILE on server files, you must have the FILE privilege. See section 5.5.3 Privileges Provided by MySQL. "
... can you exclude this as a possibility?
http://dev.mysql.com/doc/mysql/en/mysqlimport.html
"The mysqlimport client provides a command-line interface to the LOAD DATA INFILE SQL statement. Most options to mysqlimport correspond directly to clauses of LOAD DATA INFILE. "
... have you tried running a command-line alternative?
are there any date fields in the export file? Are they formatted as YYYY-MM-DD?
I wrote a little overview article on this which can be found here:
http://www.yellowmarker.co.uk/index...._data_to_mysql