Most likely it is due to the fact that http://www.baseballbigmouth.com/ is running wordpress 2.2, which is a very old version and most likely not compatible with the version of wordpress MU that is used here, which equates loosely to 2.7.
My suggestion would be to contact staff here directly at http://support.wordpress.com/contact/ and give them the URL's of both blogs, and that the old blog is running wordpress version 2.2.
Also, what will be imported will be posts, pages, comments, categories, tags (except your version doesn't support tags). Your links can be imported directly via the OPML file for your current blog ( http://support.wordpress.com/blogroll/import-export-links/ ).
Anything you have in text widgets will have to be transferred manually by copy and paste (do note that certain types of code is not allowed here due to security concerns ( http://support.wordpress.com/code/ )). Also, the export will NOT include images., those will have to be transferred manually, and since the images will end up with different URL's when you upload them, you will have to correct all the links in the posts and pages manually.