I just went through exporting and importing database on windows. There were few hiccups which I wanted to log, lest I forget:-
"heroku db:pull" pulls heroku data down into local database; while "heroku db:push" pushes data from local database to the application.
mysql 5.5 (32 bit version running on windows 64 bit)
heroku (version 2.3.6)
ruby 1.9.2