In the data.sql file provided in the download, there is a syntax error that does not allow the import.
The first import statement is: INSERT INTO `account_users` (`id`, `account_id`, `status`, `email`, `fullname`, `password`, `dtcreated`, `dtlastlogin`, `type`, `comments`) VALUES (1, 0, 'Active', 'admin', 'Scalr Admin', '8c6976e5b5410415bde908bd4dee15dfb167a9c873fc4bb8a81f6f2ab448a918', '2011-09-09 10:49:07', '2011-12-06 02:28:16', 'ScalrAdmin', NULL)
Solution: There is a missing ; at the end of the first insert statement. Append a ; and you will be fine.
Version where this was noticed: scalr-12092011-r5916.tar.tgz
Srini