Feed importers are the solution to import lots of data to your side.
Nothing is more frustrating then finding the import breaks off right at the start or half way down.
The problem are usually "funny" characters - characters like æ ø å ö ä ü.
The CSV file needs to be in UTF 8 - but how do you get it into this format.
While MS Office allows you export files in various formats - it is not easy to know how to get it into UTF 8 as MS does not explain it or uses the term easily to be found.
One way to go is to create the CSV file with Excel which is quite efficient.
Then use an advanced editor like PSPad and set the formatting to UTF 8 - save the file and all should be sorted.
As a quick reference list here are some discussions of this problem:
CSV import problems with characters like æ ø å ö ä ü
Step-by-Step guide - related to D6 and the Node Import Module.