Drag and Drop Media
Open any folder that contains a bunch of files, select them -- and drag them to the purple-grey icon. As soon as you get close to this icon, the cursor will include a plus (+) sign. Let go off, and drop the files here.
If you are not too much of a drag and drop type, you can achieve the same result by choosing File | Import Items | from Files/Folders (or press Ctrl + I)
I imported a bunch of pictures I took on a vacation to Bangkok -- you can find these photos on my Flickr account.