The process I use for my DP2 Merrill is that I create a new subfolder year's folder in my general images folder. Note, since I also use a Canon camera, it is possible that I just let LR create the folder named for the date of capture.
Then, the x3f files are examined in DPP and the interesting ones are processed by DPP into TIF's. In LR, I import, using ADD, the folder or synchonize the folder. During the import, LR detects the x3f files and recognizes that it will not import them and gives me a message, which I ignore. The TIF's are imported into the LR catalog and I am set to begin processing on them.
I use DPP to do as little as possible during the conversion. It is unusably slow on the netbook
but not too bad on the core I7 desktop.