And you checked your posts/pages to see if it imported? Where they originally part of another type of post or page (some people have posts, pages, portfolio, or any other different "post types")?
That .txt file in the media section is generated when you begin importing. WordPress uploads the file, saves it in the media section and stores the attachment ID so that it can easily delete the xml file once the import is complete. What's happening is the import isn't reaching the final step where it deletes that attachment. Sometimes that can happen when you're uploading a large XML file or it can happen if something prevents it from finishing.