To export and import into last pass is very easy, there were a couple of things that caught me out.
Initially I just did one big export from keepass, however this then put all the folders in lastpass into one root folder. This was not what I wanted. So easiest thing I found was to export individually each folder (at the root level in keepass), into an xml file and then import each xml file into last pass.
The next issue, was how lastpass reads the xml export and makes decisions on what type of record to create. I had a number of entries in key pass without a URL field. Either I hadn't bothered filling it in or it was a password without a URL. Now when these entries (without URL) get imported into lastpass, they get converted into a secure note item... This means the password is in free text on the page. I didnot want this.
So I needed to change the URL to have some sort of content. So using Notepad++ I created a search string and replaced the blank URL fields with dummy content.
<string> <key>URL</key> <value /> </string>
to
<string> <key>URL</key> <value>http://</value> </string>
Saving this change and then importing to lastpass created all entries as sites, and the password is now hidden on the page.
The search strings in notepad++ was (note had to take into account the number of tabs... I suppose I could have come up with a reular expression to do this but that would have taken time and I am not a regular expression guru.... :)
6 tabs
<key>URL</key>\r\n\t\t\t\t\t\t<value />
and the replacement string was
<key>URL</key>\r\n\t\t\t\t\t\t<value>http://</value>
and
7 tabs
<key>URL</key>\r\n\t\t\t\t\t\t\t<value />
and the replacement string was
<key>URL</key>\r\n\t\t\t\t\t\t\t<value>http://</value>
The search string contains the carridge return and new line feed (\r\n) and then the tabs (\t).