You should attach the actual .wav file that fails to import so we can reproduce the problem. We probably still can't fix it though - we don't control the encoders we use so we can't change what formats they support. Usually files that fail to import use non-PCM encodings (A-law, u-law etc), unusually low or high sample rates (8 KHz, 96 KHz), or are extremely short (just a few ms - not sure why but the AAC encoder hangs on them :-\).
I'm sure if you import a 44.1 KHz stereo 16-bit PCM .wav which is not extremely short, then it should work. Otherwise just encode the .ogg and .m4a in some other software of your choice and import the resulting files.