This has nothing to do with the import. vBGallery is a little different that PhotoPost Pro so its not going to be exact. The categories your talking about will not be listed under edit categories ever because they are not true admin created category they are personal albums. If you allow users to assign albums to categories they can edit there albums and assign them to a category but these cats would never in Pro show in the categories list only when viewing a category.
It looks to me like they imported fine and should show when viewing the category they are assigned to.
All personal albums are shown on the album index like so
Now see albums assigned to categories would show at the top of the category they are assigned to like below.
There is nothing wrong with your import you just need to discover how things work.
As far umlates there are FAQ in the FAQ forum that explain issues. your database encoding and page encoding need to be the same so if your page encoding is set to iso-8859-1 then make sure in PhotoPost your database encoding in the config is set to the proper encoding. UTF-8 would not be correct and is the default for a new install.