Your host can fix this by giving you permissions in /tmp with an addition like this to your VirtualHost webserver config:
php_admin_value open_basedir "/path/to/site:/tmp"
The same might work in an .htaccess file in your home directory.
Alternately, you can upload the file manually, with FTP, to the main ListMail directory or a sub-folder and manually type in the (folder/) filename in the 2nd box on the Import page.