Here's another example of an invalid file: arbitrary text before the first entry:
# This file was downloaded from http://www.CoolSubtitlingWebsite.ext100:00:04,700 --> 00:00:06,736where are you going so early?200:00:06,900 --> 00:00:09,494Don't record any more messageson my alarm clock.
You should open your problematic file with a good text editor (e.g. Notepad++) and take a look at the format, especially the first couple of entries. Normally you should see what parts don't match the example of a valid file posted above.
If you really cannot figure it out, then send me the file and I'll take a look at it.