I have the same problem too - I think that many if you rename all the shaders so they don't conflict with any in the existing scene it should be ok - but I havne't tried it, so I can't say for sure. Oh you can "copy" the file instead of importing it and then paste it into the scene. but then you'll have to copy all the master shaders as well and paste them into the scene too! What a pain in the @$$