In ODBC Administrator, check 'Enable Tracing' and see log. There should be SQL sentence that cause error.
The answer was simple, but a learning experience for all ODBC newbies: It turns out that the table I was trying to pull from was named "Order". This is also a SQL command and Worldship did not like it. I changed the table to "Orders" and the import proceded normally. Thanks to UPS for helping me discover this.