Some types of multiplexed MPEG files simply aren't AE compatible, and MPG is a delivery format anyway - it's just not designed for use in editing and compositing applications. I'd strongly suggest converting them to an appropriate intermediate codec (like Quicktime Animation) before use.
That's beside the point. The same clips imported fine before in After Effects CS3 and still import with sound in Premiere CS4. They also import correctly if I let Premiere conform the audio first (no need to convert to an intermediate). I'm just wondering why AE is not conforming them in the first place and whether anyone else is having this issue.
What MPEG types are they and what is the source/ original creator program? Quite possible that due to the ongoing changes in MediaCore there are differences in handling between versions, but without more specific info it will be hard to get to the bottom of this.
No doubt, as Mylenium has explained, there is some underlying reason for the MPEG failure in your current job. There are many variables to be considered if you're determined to resolve it. But the reason for my earlier point remains: multiplexed MPEG files simply aren't designed for use in editing and compositing applications. Adobe provides rudimentary support for such files, but it is fraught with problems, some of which you are experiencing now.
My personal workflow is to convert ALL delivery-format files (mpeg, mpeg2, mp4, divx, xvid, wmv etc) to an appropriate format before use in an editing or compositing application, because it eliminates the likelihood of such issues.