your csv has only 3 columns, so the comma separated list of columns should be:
UserEmail,UserFirstName,UserLastName
also, the fields are not surounded by quotes, so the settings to use would be:
Fields Terminated By: , <- enter the comma character
Fields Enclosed By: {empty} <- leave that field empty
Fields Escaped By: \ <- enter the back slash character
Lines Terminated by: auto <- enter the word auto