If you are working in Lightroom 3, and trying to import NEF files from Nikon D3200 , then you wont be able to import the files as this Camera needs atlease Lightroom 4.1 to read the images.
Please check the list of Supported Camera's in Lightroom : Cameras supported by Adobe Camera Raw
Also you may use DNG Converter, and convert the NEF Files to DNG Format and then import them in Lightroom.
Please let me know if it helps.
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Please try and install the DNG Converter 9.3 from the following link :
If DNG Converter 9.3 does not work then , you may install 7.1