A few thoughts from me...
The columns only have to have a header which can be anything as these turn into the 'attributes' for the mapping in the data import. Using an xls file may have some issues as Excel has some wierd security and sometimes if it's not in a location that has complete access to the file you can get errors. It's also important to what cell formatting you have as this can also sometimes affect the import.
You could do a test and bring the excel data into a table in SQL and try and run an import from there to check the data. I do try to avoid using Excel as much as possible. That table could have been created using object designer in LDSD and then you can get SD to import to itself.
A final thought right now is that the mapping for the impor is a little wierd and you do need to map to create date and make sure that the process you want to use is set as the default process.
Andy
PS - Can you give us an example file?