For Short answer, you can refer the comments under question.
For detail referrence
First setting price for wholesale to anyone product manually.
Goto catalog->manage products ->enter into anyone product.
There, switch website into wholesale.

Here uncheck the use default value checkbox. Then enter wholesale price and hit save button.
Now This product having different price in main store and wholesale store
Then Export this product in system->import/export->Data flow-Profiles ->export all products. Then in profile wizard tab select your wholesale website in store

Then enter that sku in sku field

Then hit save and continue button. And run export. Then you can see that export file in var/export folder. In this excel file, you can see the difference for wholesale. In store field, you have to enter your wholesale website code.
Now make these changes in your new file. And import it again. It will be work. Cheers!
Note: Its only for editing products. Not for adding new products
For model CSV please look at here