After Import the links still goes to old site

I assume you mean you exported and imported your WordPress MySQL database from one host to another, correct? Before you do the import, you need do a global search and replace to change all the instances of the pathname of your old webspace to the pathname of your new webspace. There may be WordPress plugins to assist with this, but I just used a text editor and did it myself.

Take a look at http://www.lancebledsoe.com/how-to-move-your-wordpress-blog-to-a-new-host/