I think their keys are always generated from the seed, so no "outside" keys can be imported...
There would be 2 options:
- use bitcoin core (and download the full blockchaing). It allows you to import your private keys. It might not be 100% safe, since you exported your keys from a website!
- download electrum, just run it, generate a seed, generate new keys and addresses, and transfer the bitcoins you have in blockchain to the new address. This is the safest option imo, unless your address from blockchain is known as a tipjar, or a public address that receives frequent coins... In that case you're more or less stuck with the first option.