Step 5 doesn't give options

I'm trying to import data that includes hierarchical taxonomy categories. When I get to step 5, I don't see the option for how my vocabulary values are separated. Instead I get the message 'There are no additional options you can set." I was looking to see a screen like ch_masson got (http://drupal.org/files/issues/node_import-step_5.png).

I'm wondering if this is because the data needs to be stored in two different tables in the db. "title";"field_site_url";"field_site_desc"; are stored in the node table, and "categories" is stored in the "term_node" table.