Are you specificly telling maya that you are importing a .ma file?

becuase it wont work if you leave "Best Guess" as the default....

you must select "Maya ascii .ma" from the drop-down list in the import dialog box...

Other than that, I don't know what else to do man Sorry...

You can still make your own scene and follow along because all the scene consists of is a rooftop plane, a wall plane, a short "railing" plane, and a pipe.