What version of EP are you using? You have to use v 1.2.5.4, the other one ported from OSC that is in the downloads section will not register the prices. So it sounds like you may be using the OSC ported version.

EP states that you need to use a tab delimited txt file. I always use a tab delimited txt file, but perhaps a csv file works just the same but I've never tried.

I've uploaded 2000 products in one file without any problems, but you can choose to split the file within the EP interface in the admin control panel, so it's not necessary to create seperate files that are only a few hundred products.

The "preview only" that you are getting is the standard setup when you go to admin>catalog>products price manager, that is not an error. When you go to admin>catalog>categories/products you can drill down to get to your products to see how they transferred.

Let me know what version of EP you are using, perhaps I can help you get it figured out.

Matt