It is very easy to re-project data from one coordinate system to another.
Either use the Project Tool in Data Management / Projections and Transformations,
or (which I use often),
with the data in ArcMap, change the coordinate system of the data frame to the desired projection and then export the data in the coord sys of the df.
Just check the actual coordinate system of the data using Arc Catalog, right click on the data and get the properties / Coord sys page.
What software are you trying to import data into?