Try this

LOAD DATA
INFILE 'c:\countries.dat'
INTO TABLE countries
FIELDS TERMINATED BY ','
(country_code NULLIF country_code=BLANKS,
country NULLIF country=BLANKS,
currency_code NULLIF currency_code=BLANKS,
currency_name NULLIF currency_name =BLANKS,
currency_symbol NULLIF currency_symbol =BLANKS)