If when you click on an 'Import' link you get the message "The data feed is being imported as a background process" but then nothing happens (i.e. if you click on the Datafeeds tab again straight away you don't see an 'Import in Progess' type message) then its likely that the PHP system() function is disabled on your server.
To check this visit :
substituting example.com as appropriate for your installation (remember to add a subfolder if you have installed in a subfolder, e.g. example.com/dfstudio/admin/bin/diagnostics.php) and you should see a message stating that system() is enabled/disabled.
If you don't see anything from the diagnostics.php script, or it timeouts/loops, then another way of checking if system is enabled/disabled is to visit :
(again, substitute example.com as appropriate)
and do a search for the word system() - if it appears next to a box listing disabled functions then it is disabled.
What is system()?
system() is a PHP function that Datafeed Studio uses to launch the import of data feeds as a background process. For technical details see http://php.net/manual/en/function.system.php.
system() is disabled - what can I do?
First of all, try contacting your host to verify this, and to see if they can enable it for your account. If you are on shared hosting this might not be possible, but it is worth asking.
Can Datafeed Studio work without system()?
Kind of. With system() disabled you will not be able to import from the admin site, but the standalone import script (in admin/bin) can still work if called from the command-line / cron - but note that this command line script also relies on the system() function in cases where the feed files are compressed - so you may well still run into the same issue.
Grr...I really want to use Datafeed Studio though?
I usually steer customers towards Site5 in these instances - they offer cheap, Datafeed Studio friendly hosting - and offer a 45-day money back guarantee if you want to experiment first.