You can use blockchain.info to import the private key into their online wallet, or use the electrum wallet. Download the portable version of electrum, run it, then select the option to make a new wallet by importing a private key. It will give you a text box to paste your key into, and that's all there is to it. After importing your key it will sync in seconds, and you can send your coins to your exchange address.

IMO electrum is safer than blockchain.info because all the software runs on your computer, not their server.

https://electrum.org/#download