CSV Connector I/O error is typically caused by one of 3 issues.
1. Absence of a crossdomain.xml (when the CSV Connector is deployed to a server)
2. Missing local Flash Player security settings (when the CSV and SWF is deployed on desktop)
3. If the file name is incorrect.
CSV Connector data linking options are covered in detail here:
http://centigonsolutions.com/tutorials/csvconnector/csvconnector_datainfo.html