Last week I got into a situation where I was unable to import the Default Data in a newly created DAX 4.01 environment (WIN 2003 SP1 EE). I constantly got the error during data import as shown in the screenshot below.
A tip from Palle Agermark helped me solved this. What I did was download and install a hotfix from the MS Site. In case anyone faces similar problem, they can try this out.