I have checked the following problems with two maschines.

Problem:
If you have a freshly setup XP-System which is up to date (03/2013), the fbx-importer will not work. In med.log you will find the message that it can't be configured properly. Board thread.

Solution by djfeeler
Install the Microsoft Visual C Redistributable 2005 SP1". It is a bit tricky to find on the MS-Page, so for your convenience I host a copy of the file here.

Yes, this was already reported here some months ago, and will be fixed in the next update.