The problem is likely due to the type of video that is being imported. Please use a video conversion tool such as Any Video Converter to convert your video to a format suitable for Coach (e.g. from mp4 to avi). You can find a short guide to perform the conversion here.
Note: During the installation of Any Video Converter it is possible that some (unwanted) toolbars or other programs are also installed. These installations are optional and can be prevented by selecting “Customize Install” during installation and deselecting these additional programs.