Any pictures of what you'll be working with indoors?
Your options would be:
1- Run MHF all the way from panel to panel, of course running it in conduit inside the house.
2- Run MHF to the exterior wall of the house and transition to SER for the indoor run, which does not need to be in conduit. Transitioning from MHF to SER would require properly-wrapped split bolts or clear tap / Polaris connectors.
Also, be sure that the wire you have is in fact MHF. It should be black-black-white-green, and have an RHH/RHW-2 rating for use indoors. I only mention this because I've seen guys buy what they thought was MHF but was in fact URD cable not listed for use indoors, conduit or otherwise.