Once you select "import photos from disc" (command, shift, I) and you've selected the folder with the photos you want to import, with file handling I select "copy photos to a new location and add to catalog". Under that is "copy to" and to the right of that is a "choose" button. If your external drive is mounted, click on the "choose" button and then go to your external drive and select that. The images should load onto your external drive once you click the "import" button.
Hope that helps,
Ken