Questions about import tool


I have some other problems to ask you.I don’t know if it was a bug ,or just my fault.
When I import atmospheric data,I only can import 1 column using “Import Data”. And others columns should be imported by “Merge Series”. At the same times, only one columns was been imported once a time.that is amazing work.
The problems above are just OK.Because I found the tool “Merge Series” must lost the first data every time.
I want to know whether I use it in a wrong way? How can I import atmospheric data efficiently?