Why not try one of the demo puppet files as a starting point, or comparing your puppet structure to a similar working puppet? E.g. if you open one of those puppets, the path name to the underlying illustrator or PSD file is on the puppets property panel (or you can type CTRL-E in the rig window to open it). Make a copy of the file somewhere, then practice importing with that. If that fails, you know its not your artwork structure.
Then feel free to share more information here - screen shots, exactly what steps you took, why you think it did not work etc. You can also upload your illustrator file to something like DropBox or Google Drive and share a link here. But at present, its pretty hard to make any suggestions - there is not enough detail for others to make suggestions.