I would do the following if you need to import many tracks (but since you only need to import several tracks, Ken's method will do the job fine):
1. Drag the files into the blank area of the Track view (this will create new tracks, with each having one clip, as you already know).
2. Select the files (clips) imported and hit Ctrl+X to cut them.
3. Hit Ctrl+Alt+V to bring up the Paste Special dialog.
4. Select "New" from the Starting Track drop-down, tick the "Paste to One Track" box, then click OK.
5. Expand the Take lanes of the newly created track.