I hope I've understood your problem correctly. If you only want to import some of those images on your SD or CF card, then deselect all and click (tick in the box), those You want to import. Or select all and deselect the unwanted images using the control key plus clicking the tick of the image.
Or have I misunderstood your intentions? I understand, that you don't want to import all, but only a selection. Description above should work. Using control click and shift click should allow you to select and deselect.