Hi Mary,
i believe the wording in the error message might be a little misleading here. When the error message says "NULL" values, it is actually meaning blank values, so it is saying make sure you don't have any current records that have an empty value, there must be something in there because it will soon be a "Required" field. I tested this in my own account to make sure, I exported my Opportunity table from Customize-IntegrationTools, import/export area. I made sure to include all mandatory fields in my export, plus the LeadSource field. Then, I added a temp leadsource for each record that had a blank value (make sure the leadsource value you use is already included in the Method LeadSource Dropdown list). Once I made sure I had no more blank values for the LeadSource field for each record, I imported my list back into Method. When I knew that everything imported successfully, I then went back to Customize->Tables/Fields, I went to edit my Opportunity table, and put a checkmark in the "Required" field for LeadSource, and this time I did not get the error message. Please give this a try and let me know if this solves your issue.
-Ben