The warning symbol says that there was a warning in the SAS log from the task. Open the log and examine the warning. Then you can make the appropriate changes. It could be trivial and it could also be that the import did not work the way you expected.
I had a similar problem. This may or may not be related:
Check to see if any of your variable names contain labels. It gets grumpy if it has to run the __EG_LABEL__ in your code. You can see this in your log. It's just a nuisance warning, though, and won't hurt anything.
"WARNING: The variable __EG_LABEL__ in the DROP, KEEP, or RENAME list has never been referenced."