Weather Undeground wants the pressure in their API (http://wiki.wunderground.com/index.php/PWS_-_Upload_Protocol) as “barometric pressure inches” which is the same as “inches of mercur” or inHg or just hg. Notice that it changes based on temperature.
Millibars aka hPa (the one’s around 1000) can be converted to Hg by multiplying with 0.02953 when tempeature is 32 fahrenheit (= 0 celcius, the water freezing point).
So: barometric pressure inches/inches of mercury/inHg = millibars/hPa * 0.02953
More here: http://www.csgnetwork.com/meteorologyconvtbl.html