Today I encountered the error "Unkown format in import" when trying to import a private key in Mac OS X that had been exported as a .p12 (psck12) file, regardless of whether I double clicked on the file, dragged it into Keychain Access, or ran the import command from the terminal.
The problem was actually that I had uploaded the key previously using FTP, and because the key is a text file, ftp altered (and corrupted) the file when it was transferred. To fix this, I emailed myself the key instead, but it would probably also work to use FTP in binary mode (if using command line FTP, type "binary").
So, for anyone else that runs into this error... I suppose it is likely that the file is actually corrupt, and you may want to change the way you are transferring the file. I've heard similar stories about attachments in Outlook.