Here is a simple test that does not work and gives error (run i qry analyzer)

CREATE TABLE Names
(
  Firstname varchar(20),
  Surname varchar(20)
)

BULK INSERT Names FROM 'c:\names.txt'

File:
John Greed
Kevin Heath

Server: Msg 4832, Level 16, State 1, Line 1
Bulk Insert: Unexpected end-of-file (EOF) encountered in data file.
Server: Msg 7399, Level 16, State 1, Line 1
OLE DB provider 'STREAM' reported an error. The provider did not give any information about the error.
The statement has been terminated.