You have to have the FILE privilege to use the LOAD DATA command,
and even if you have the privilege this feature
might be disabled with --local-infile=0 when MySQL was first
Try logging on to MySQL as root, then issue the
LOAD DATA command.
Second, I find it helpful to specify the full path name
to the file (e.g. "C:\tmp\somefile.txt").
You might want to check out section 6.4.8 of the MySQL
manual for further info on LOAD DATA.