Ahsha,
Check your Overseer of Commerce and verify that you are importing linen. I don't recall if you can import linen or flax or both, but first verify that you are importing one of those two. If flax, ensure you have weavers and that they are staffed. If you are importing anything, check how much you have (it should be listed right there), and how much you are importing to maintain. In general, avoid using the "let overseer set level" option, and set the number yourself.
The next thing to remember is to have a storage yard set to accept linen (or flax if importing flax). The most common error in importing is not having a storage yard available to accept the imported good. Ensure that the storage yard is staffed, as well.
Another possibility is that the caravans/ships are delivering another good to you instead of linen. Check to see if they are selling you anything else. Caravans will only sell 800 (or 8 blocks) of something, while ships will only sell 1200 (or 12 blocks). Once a caravan sells 800 units, it won't sell anymore. That 800 can be 400 reeds, 200 straw, and 2 granite, or any other combination that adds up to 800. If this is the case, then you'll need to stop importing those other goods for a while.
Finally, if importing by ship (water trade route to dock), ensure that there is a road connecting your dock to the accepting storage yard. Dock cartpushers will not travel cross-country.
Good luck!
Kuros Paladin - Knight of the Nile