Thanks for your post.
Can I first check if the tables in question already have data? And do you want to keep this existing data?
If not, then you don't need to use the option to delete the data, although we then need to work out why you got the error in point 2. It's going to depend to an extent on what generator you used and how many rows you're trying to create. It may be that you ended up in a situation where it tried to insert a duplicate key for instance.
As for copying the data from customer > address, I'm not sure this will work in one generation session as the data in the source may not yet exist for it to retrieve into addresses yet.
What may be best is if you can mail across the create-scripts for the tables, and details of the settings you had for each table+column in Data Generator to us at email@example.com
We've got a ticket open for you, so please put F0050565 in the subject line and we'll try to help out.