Feed importers are the solution to import lots of data to your side, but nothing is more frustrating then finding the import breaks off right at the start or half-way down.
This is often caused by special characters - e.g. æ ø å ö ä ü.
To prevent this, the CSV file you intend to import should be encoded in UTF-8 - but how do you get it into this format?
One way is to create the CSV file with Microsoft Excel, then use an advanced editor like PSPad to set the encoding to UTF-8. Once you save the file, it should be ready to import.
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.