Having permalinks follow sub domain name when importing pages

When I export a set of pages from one sub domain (i.e http://www.template.mysite.com) to another sub domain (i.e http://www.imlost.mysite.com) the permalinks now appear like this (www.mysite.com/pagename) which is a problem because I am trying to import this file every time a new user registers for their own sub domain. I am just using the wordpress importer plugin.

I have tried searching all the support forums and I can’t find the answer or don’t really understand the root of my problem.

Thanks in advance for any help