Birdy is spot on - so make sure you keep a backup of your wallet.dat file so that you will have the private key(s) for that address.
You can always send everything from the qt client to blockchain.info to consolidate it.
Is there a proper way to do that? I started blockchain.info by importing wallet.dat to here:
https://blockchain.info/wallet/import-walletDoes this method of importing not get all of the keys?
It doesn't include the ones used later in those change addresses.
I would suggest you do one of those three:
a) learn how the address system in bitcoin-qt works and use the Coin Control addon
b) stop using the same addresses on multiple wallets
c) use a client that doesn't send Bitcoins to change addresses
You could upload the wallet.dat again to have the new address in there.