If you get the "Please select a Data Type when adding a New Data Mapping." error when creating a new data mapping from an uploaded file, you did not select the Data Type for that Data Mapping. This lets EZ Importer know if you're creating Orders or Draft Orders. The error message is displayed below the Data Type radio selections on the import dialog.

Select the Draft Order radio button if you plan on importing Draft Orders. If you plan on using this file to import Orders, select the Orders radio button.

This will then take you to the Create Data Mapping page, which will present you with either the Draft Order or Order Data Mapping page, depending on which Data Type you selected.