You can easily export your lists as Salesforce Contacts to any one of your Salesforce campaigns.
This is an Admin setting, so you will have to be the Team Admin to access this feature.
From your Admin page, click on . Then, navigate to the bottom of the page to assign your Salesforce Campaign.
Type in the name of your Salesforce Campaign and Prospector will even give you a link to its Salesforce record to make sure you are choosing the correct Campaign :]
After setting up your Default SFDC Contact Campaign, all lists you export as Salesforce Contacts will be automatically assigned to this campaign. If you want to remove the existing campaign or assign a new one, simply click on the button.
Here's a quick walk-through of the complete process: