I've recently tried to do a large scale import into SPS 2003 document
library, which failed due to problems with the file names. This
stopped the entire import, rather than skipping the offending file
and continuing.

Can anyone tell me what characters can and can't be used in a file
name for a file stored in a document library? I imagine that '&'
and '%' maybe issues, as from what i've seen, these are used in the
URLs for each library.