If importing data from the website stops in the middle or doesn't work this is usually caused by having single or double quotes in your data such as:
Albertson's
or
"Bread"
The Sqlite database on the iPhone can't handle single or double quotes. I've tried to remove single or double quotes from being entered in with the data, but I haven't been able to block all entry points.
Removing the single or double quotes should allow your data to download fine to your iPhone or iPod touch.