I am on this site,

http://styles.movalog.com/generator/

I selected a style and downloaded teh file "download.php" which contains the style I selected.

Specifically, how do I get my Movable Type weblog to use this style? How and where do I import this file into Movable Type?

I believe you would copy that code into the Stylesheet template within Movable Type, on the Templates screen.

You'll want to open that file with something like Notepad and then as Sarah said, copy and paste that into Movable Type's Stylesheet template.