create table Pickup
(
PickupID int not null,
ClientID int not null,
PickupDate date not null,
PickupProxy  varchar (40) ,
PickupHispanic bit default 0,
EthnCode varchar(2),
CategCode varchar (2) not null,
AgencyID int(3) not null,

Primary Key (PickupID),
FOREIGN KEY (CategCode) REFERENCES Category(CategCode),
FOREIGN KEY (AgencyID) REFERENCES Agency(AgencyID),
FOREIGN KEY (ClientID) REFERENCES Clients (ClientID),
FOREIGN KEY (EthnCode) REFERENCES Ethnicity (EthnCode)
);

sample data from my txt file
1065535,7709,1/1/2006,,0,,SR,6
1065536,7198,1/1/2006,,0,,SR,7
1065537,11641,1/1/2006,,0,W,SR,24
1065538,9805,1/1/2006,,0,N,SR,17
1065539,7709,2/1/2006,,0,,SR,6
1065540,7198,2/1/2006,,0,,SR,7
1065541,11641,2/1/2006,,0,W,SR,24

LOAD DATA INFILE 'Pickup_withoutproxy2.txt' INTO TABLE pickup;

FIELDS SPECIFIED BY ','