First try:

1. Checking the permissions on that windows directory.
2. Stopping the SQL service, deleting all of the files in that temp dir, and starting the SQL service back up again.
3. Adding an exception/exclusion on that location for any anti-virus application running on the machine.

If those fail:

1. Create a new temp directory located off of the root of the C: drive.
2. Stop the SQL service.
3. Open the SQL “my.ini” configuration file. The “my.ini” file should be located at a path similar to “C:\Program Files\MySQL\MySQL Server 5.0”.
4. In the “my.ini” file in the [mysqld] section, add/modify the “tmpdir=C:\Temp Dir path\”, to point at the new temporary directory that you set up off the root of the C: drive.
5. Save and close the file, start the SQL service back up, and retry the import after relaunching the Statements application.