I'm not sure if it's possible to just import a site. In fact I pretty sure you can't. The set up process depends on how much you know about Wordpress, (X)HTML and CSS already. I have only had a brief look at Wordpress, you will need to purchase the package where you have full control over the CSS. Import your current stylesheet, then build the site again. If it's not a big site it should not take you long at all. I just did the same with a static site into Textpattern, 25 pages took me just over an hour to set up the whole site.
I'm not sure if this will help. If you specify in more detail your level of knowledge of the above. Maybe someone can be more helpful.