You'd think that Google considered Docs & Spreadsheets important enough to make it easy to import files. Or to export files. You can do that one file at a time, but it becomes tiresome if you have a lot of files.
Fortunately, the latest version of Google Toolbar for Firefox has a feature that lets you drag and drop files to your browser and they are automatically uploaded to Google Docs. To upload more files at a time, go to Windows Explorer or other file manager, select your files and drag them in Firefox.
To activate the feature, to go to Google Docs & Spreadsheets after installing the toolbar. You'll get a prompt that asks you if you want to enable the feature. Alternatively, click on Settings / Options and enable "Docs & Spreadsheets".
Upload files using drag and drop in Firefox