Can't select large amount of Contact into a new created Target List

I have a problem when I tried to select 12904 contacts into a new Target List, as when I select all the 12904 contacts and click on the “Select” button, the selection IE window hanged and importing the contact (as I prove it after the process dead), after a while the hanged IE windows close and seem it completed the selection, but when a check the Target List, only 2295 contact are selected into the Target List.

Is there any expert can tell me what it happened? Is there any way to solve it?

Expect your kindly reply.