Within Photoshop make sure you rasterize the layer. Do this by right clicking on the layer in question and selecting 'rasterize'. Now try exporting as PNG again and import. If that fails, import the whole Photoshop file straight into Final Cut. To much surprise, Apple's Final Cut works well with raw Photoshop files. You might have better luck retaining transparency that way.
Sorry I am not a Mac fan so it's a bit of a shady area!
I'm not sure how Final Cut does things but in Vegas it would need its own "track", if you just dragged it onto a video it wouldn't work, you would need to add a Video Track and put it there (you could also put others on the track, just so long as it doesn't overlap), maybe Final Cut might be the same?
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