Last September I've created a package called UmbImport which is capable of importing content from various datasources into Umbraco. For a demo of this package please checkout the video below.
UmbImport from Richard Soeteman on Vimeo.
The package was based on Beta1 of Umbraco 4 and threw errors when installing on Umbraco 4 RC. I've fixed these bugs and created a new package. Currently I'm also working on a new version that is capable of importing members and I will add support for plugging in your own datasource, so you can import data from any datasource you like.
Download umbImport here