Looks like he got his answer on the Electrum subforum -- he was using a seedless (watch-only) wallet, and they don't support importing privkeys.
Yep, the seedless wallet was the problem.
While trying to see if I could reproduce it on Mac OS, I have found that the binary package for download on electrum.org doesn't seem to support 32-bit systems like my 2007-era macbook, though. Is this a known issue?
I wasn't able to run the binary from electrum.org on my old Dell Mini 10v hackintosh which was stuck on OS X v10.6.8.
Wasn't sure if it was a 32-bit thing or just due to the old version of OS X, I ended up just putting Ubuntu on instead. Anyway sounds like the same problem you had.