The file isn't compatible with PP, most likely.
Read Bill Hunt on a file type as WRAPPER http://forums.adobe.com/thread/440037
What is a CODEC... a Primer http://forums.adobe.com/thread/546811
What CODEC is INSIDE that file? http://forums.adobe.com/thread/440037
Report back with the codec details of your file, use the programs below
For Mac http://mediainfo.massanti.com/
I had the same problem with importing an .mov, though not one from Screenium. All I did was re-export the file from Quicktime using the default settings and the new file worked in Premiere Pro just fine. I assume the export from QT used a CODEC Premiere liked better.
This was on a new MacBook Pro (as of November, 2011) with Adobe CS5.5. The original .mov was made on a Windows computer with Adobe Media Encoder from Premiere Pro CS3.