EDIT:
I'm not 100% prepared to use a 3rd party utility unless/until someone confirms it works with the latest official bitcoind client and an unencrypted wallet.
In the standard client. Don't use --help, just use help. --help means you are asking about startup parameters. help means that you are asking about RPC calls / daemon commands.
It really is just
bitcoind importprivkey
but you may need to play with quotes and escapes, depending on your system. The WIF key is the one labelled Privkey: in vanitygen's output, it starts with a 5.