Any old headings will do - the import system's pretty flexable. Check out this topic on UBBDev for the basics:
https://www.ubbdev.com/ubb/ultimatebb.php/topic/8/3682.html A few things have changed since I wrote that. Instead of indexes, we now use a field called "Non_IP_Name" which represents the field heading.
You can check out the YAML files in
http://www.infopop.com/yaml/ for a better idea of what things look like.
If you think you can tackle things on your own with the YAML, then take a shot. You'll need to create a simple forum for the posts to exist in - if you don't have a forum for the posts, then they'll be discarded during the import process, and that's just plain no good. <img src="https://www.ubbcentral.com/boards/images/graemlins/smile.gif" alt="" />