Have you actually tried to do the import yet? I dimly remember a support request from a while back with someone having a problem with featured images not being saved during the import.
There should be an option 'download and import attachments' during the import, just turn it off.
Please replace the file found inside the theme /js/prettyPhoto/js/jquery.prettyPhoto.js with the file you extracted from the zip. Just incase do not overwrite the old file just add a .bak extension to it, or rename it to .old