Just a guess, but a common error is that the mesh is not a "solid" mesh. The way wings 3d works, it requires that all objects are made up of closed surfaces, and do not have any holes. (there is a way to do holes in wings, but it's a bit different than you may be used to.)
A plane would not be a "legal" object in wings, since it is only a surface, and wings would try to close the object holes when it is imported.
A plane would not be a "legal" object in wings, since it is only a surface, and wings would try to close the object holes when it is imported.