no, you would need to include the "http://" as well:
@import url("http://www.mysite.com/CSSMenuWriter/cssmw/menu.css");
Your friends over here at WebAssist! These Dreamweaver extensions will assist you in building unlimited, custom websites.
These out-of-the-box solutions provide you proven, tested applications that can be up and running now. Build a store, a gallery, or a web-based email solution.