Well if you run the import script and your data directories are not getting created then your paths or permissions have to be the issue. There really is no software change I can give you to make that work. Try checking your server error logs to see if you can spot any issues.
Also you can modify the import script and remove the @ off the front of the mkdir lines and run the import script and see if it prints any errors that might help.
This script has been around for along time and been used to import alot of sites.