Just as a by the way, you can use alt+printscreen just to capture the currently active window, rather than your whole desktop, especially useful if you use multiple screens 
Onto the issue at hand - can you please post your import settings? UE4 has the option to recalculate normals, for example. Not saying that that specifically is definitely the cause, but your settings might reveal some step the engine is performing on import which is causing it to take a long time.