I use WordPress as my website, using SmugMug ONLY for my galleries.
There is no option to export to SM to WP and I can't see a way to do that. They are like apples and oranges....totally different systems. I honestly can't see that as an option in the near future. You only option is to find a WP theme and match it or your SM using CSS.
Just curious, what provider? If you'd rather not say publicly, can you PM me?