Thank you Jason,
I apologize, I hadn't realized that you had re-posted the files using csv this time. With the new files and with a little experimenting I was able to import your store. I had to use CSV using LOAD DATA, and check the box for Ignore Duplicate Rows but then it all came in fine.
However the point posted by Carleen and added to by me is that There is no easy way to create a ps3_productcategories CSV for import. Every field is auto number.
cProductCategoryID - primary Key, - Auto Number
CategoryID - Foreign key to ps3_categories.CategoryID - Auto Number from Categories
ProductID - Foreign key to ps3_products.ProductIDsv. - Auto number from Products.
For a database, table numbers are a perfectly reasonable way to create the linkage. For humans however we can't keep in our mind the relationship between 5000 different numbers and 5000 different products. There is nothing that can be done about it, it simply is the way it is. However for future generations, If you had used ProductSku instead of ProductID as the field it would have made things marginally easier. I'm afraid there is no easy way to create this data in a spread sheet. It has to be done by hand.