You can simply copy the import using HDL/HDA (insert the disc). If for some reason that fails, you can rip it to an iso on a PC and put it on the HD via HDLDUMP or WINHIIP. Imports play just like any other game off your HD. If all else fails, you can just play the import via fliptop and swapmagic.
Games I have on order from playasia are: Psyvariar Complete, XII Stag, and ESPGaluda. All are vertical PS2 shooters for my new japanese sit at cab with rotating betson monitor. Oh, I also have Chaos Field for Dreamcast on order when it ships Dec 16th.