First I go to songselect and download the usr files for all the songs I want.
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Then in OLP I use File>Import>Song which opens the Song Import Wizard.
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Once in the wizard I click "Next" and on that next page I set format to CCLI/SongSelect and then I click the Add Files button in the lower left.
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I then navigate to the usr files I downloaded and use Ctrl+click to select all of the files I want to import and then click the Open button.
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I then finish the wizard and all the songs I selected are imported.
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Sorry if this isn't what you were looking for.