Writing UML does not mean anything from the tools point of view. It’s the same as you would say “I am writing English – can Word open that?”
The OMG standard for saving UML models is XMI. There is a plugin for Rational Rose (Unisys). I am not sure if you could import a XMI file with that … On the other hand you have to export MyEclipseUML to XMI.
But there is always another problem: not each tool implements XMI support in the same way …. and I am not sure whether the graphical presentation is part of the XMI spec.