Your GPS will show up in the upper left frame and it will appear to have a folder underneath it named All Data (Can't remember the name for sure). You can just click on that folder and drag and drop it onto your My Collection folder if you want to transfer everthing. Or, you can make a new List under the My Collection folder and drop the GPS data there.
Or, if you want just certain data click on the GPS data folder and then select the data you want to transfer and drag and drop it on the list you want to populate.
In addition to using drag-and-drop, if you want to transfer everything from the device to My Collection, right-click on the device's 'All Data' folder, and pick 'Send To' and then 'My Collection'.
You can also create a list in My Collection first and 'Send To' that list.
