Thank you for your reply, Alfonso.

I tried this and have another question about the setup -  I created a new experiment with N=16 subjects and I set up 6 runs per subject. It was randomized at which visit subjects received active v sham stimulation, but I added the first 3 sessions to always correspond to active stimulation (pre, during, and post) and the last 4-5-6 to correspond with sham (pre, during, and post).
I had 6 SPM.mat files per person (one for each run) and in one single file it had the timing info for 2-Back, 0-Back, and rest. When I tried to import the SPM.mat file for each subject, it would not allow me to import all 6 at once per person, and replicated the first SPM file into the other sessions, so I copied the timing info in for each session separately.

When I defined the conditions, I defined all 18 conditions, the first session corresponding to:
ses1
pre-active rest,
pre-active 0-back
pre-active 2-back
ses2
during-active rest
during-active 0-back
during-active 2-back
ses3
post-active rest
post-active 0-back
post-active 2-back
... and so on for all the sham ses4, 5, 6 conditions.
For the sessions that did not apply to the conditions, I did not fill any timing information in but kept kept [] in place.
Preprocessing completed with no errors. When I moved on to click done in set-up, to move into the denosing step, it pointed out there was missing data. In the 2nd-level conditions tab, I found that there was no data in the scrubbing tab, for all subjects (except subject 1).
Do you have any idea why these files were not created? Also, is there a better way to import timing files for multiple sessions, or should I have created the SPM.mat files differently?

Thank you for your help! 

-Nicole