It seems like GIMP PDF importer cannot handle white-space in a path:

Could not open "I:\Documents and Settings\..." No such file or directory.

When moving the file to the root directory it works fine.



The following could be interesting for other applications having problems with white-spaces (some people don't like to care about supporting white-space in pahts):

I have found an ugly hack does work on Windows XP 32-bit:

In a command prompt do the following
Working directory is the directory where the file is stored
Invoke command.com to emulate DOS (this results in short paths)
exit command.com and return to cmd.exe (Now we have short paths)

Now, just
path to gimp\gimp-2.6.exe file.pdf