It imported without any problems.
Now, I think it should be possible to automatically import, everytime I write a post on Tumblr. I'm using both WP and Tumblr, for different reasons, so it's a bit of "pain" when I write a postin Tumblr, to go to WP and do the process again, specially when it doesn't save my details. I need to put the Key, etc, over and over again.
Apart from that, it worked as described.