Hmm, sounds like a hosting/permissions issue. Since this isn't a theme-related matter, I can only recommend contacting your host provider or going on the WordPress support forums: http://wordpress.org/support/

Sorry I can't provide much help with this.

Yeah, the thing is that I already did that ... or tried to do it, twice.
The posts appear, but during the import it says 'failed' to all the images.

During import, it's recommended that you check the "download/import" images check box so the images get added to your site.

Also, you may need to go through and select a featured image for the posts. I can't remember if the demo content import does this automatically or not.

Let me just start by saying, wonderful theme you've created.

I have to make some small changes to make it conform to my content, and to do this I've tried to import the demo content into my installation of bmwp, this way I can do the messings about, before I start to load in the content.

The problem is that all of the pictures are missing, and the menu doesn't seem to show. I'm not sure if there's other problems either. But I'm thinking the main problems just the pictures, the menu thingy is probably just me having messed something up.
Is there a place in the zip file where the pictures are, so I can make sure everything looks on par with the demo theme?