How many key, item, and measure fields and are you using Ralph?
If it's more than a handful, do you still get the problem with a single key field and "count" for the measure?
I process reports that are that long, but I've got 3.5GB RAM, so it might not be an apples to apples comparison.
Are you importing across a network from the original report?
I'm just wondering if it is some sort of time-out error based on no selections (so no activity and the system thinks it has lost the link) because the filters are excluding a large block of records.
If you are running the import from a local file this is obviously NOT the problem.