Ok I made a blockchain.info wallet, but when I go to Import/Export -> Import Private key I don't know how to put the private key in, how do I do this?
This will require a plain text export of your private key from MultiBit. The steps for this:
1. In MultiBit, go to Tools->Export Private Keys.
2. In the "Password of export file" section, select "Do not password protect export file."
3. Make a note of the destination filename - that's where your key will be.
4. Click "Export private keys."
The export file will be a text file. Even though it has the .key extension, you can open it in Notepad or Wordpad or any other text editor. Open the file and copy the key, but don't include the date or the stuff after it - Blockchain.info will choke on it.
On Blockchain.info, log in to your wallet, go to Import/Export, and paste your key into the "Add Private Key" blank. After you click "Add Private Key", you're given the option to import the key or automatically transfer funds. Either one should work fine. Then you're done, and your funds should show up in your Blockchain.info wallet - instantly, if you chose to import directly rather than "sweeping" to a new key.
I think I mentioned this in a previous post, but it's important enough to repeat: delete that export file as soon as you're done with it. If anyone gets their hands on your private key, they can take your money.
When I open the export file with the private keys I see 2 keys given, which one should I take?
If you have two keys, you'll want to take both of them just to be sure you've got the one you need. Just copy/paste/import each of them separately.
It fails to import the key; it says this feature or method isnt supported
That's bizarre. I haven't managed to make their import fail with that message. Did you choose the Sweep or the Import option, or did it not get that far?