I put three sets to show you what the entire file should look like. You have to put in delimiters, otherwise the DB engine doesn't know where one field ends and the next begins, nor does it know when one row ends and the next begins.
This could be done with a simple search and replace in MS Word or some other text editor. Obviously you won't edit them all by hand, I didn't expect you to.
For instance, you may replace all instances of \r\n with a semicolon. This would give you a file that looks something like this ...
Business Name;Street address;city, ST, ZIPCODE ;www address ;phone number;;Business Name;Street address;city, ST, ZIPCODE ;www address ;phone number;;Business Name;Street address;city, ST, ZIPCODE ;www address ;phone number;
Notice the two semicolons before each "Business Name", this is because there was a blank line between each "row" of data. Use this to make up for the fact that you have a different number of data fields in your text file than your table has columns. Do a replace of ";;" (two semicolons) with ";\n\rnull;". This would make your data look something like this, wiht the null column there for your auto_increment column ...
null;Business Name;Street address;city, ST, ZIPCODE ;www address ;phone number;
null;Business Name;Street address;city, ST, ZIPCODE ;www address ;phone number;
null;Business Name;Street address;city, ST, ZIPCODE ;www address ;phone number;
The last issue you have is the commas that seperate city, ST and ZIPCODE. I would replace commas with a semicolon so your data looks something like this ...
null;Business Name;Street address;city; ST; ZIPCODE ;www address ;phone number;
null;Business Name;Street address;city; ST;ZIPCODE ;www address ;phone number;
null;Business Name;Street address;city;ST; ZIPCODE ;www address ;phone number;
Now, since you don't have a field for ST, you can handle it a couple ways. The easiest in my view would be to use a comma seperated list of columns to add only the columns you need(phpMyAdmin supports this), or to add a temporary field for ST in the table, import the data and then delete the extra column.