Select just the object you want and export this object to a new scene that contains nothing else. Open your scene that you want this single object in and import the scene you have created. You will notice that the import in Maya opens a browse box effectively only letting you import one Maya scene at a time, this is pretty lame if you want to import 2 or more individual objects scenes into your main level scene, how ever you can open Maya and drag and drop files from windows explorer directly into your view port, this is the same as an import selected.
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