site import works by following the a href links in your site to find linked pages that are part of your domain.
I dont see any links to the /thisrock/1991/9101frs.asp file you are trying to download on your site, the link to that file I can see is using a full URL to the following domain:
<a href="http://www.catholic.com/thisrock/1991/9101frs.asp">Fathers Know Best</a>
but this is not the same domain you have chosen to import:
since the link points to a different domain, it is being ignored.