You have a couple of options - photo album (though this links rather than
importing the pics) or the Image Importer Wizard add-in (which you have to
pay for).
What version of PP and what OS you are running would help those here to give
good answers. There are programs that can "batch" add...I used one a few
years ago with PP 2000.
If you're using PP 2007, you can use the Photo Album option. (might not be
the exact name)
Get your photos all in the same folder, and numbered in order before you
begin. Post back with your details.