Are you importing using the RadioReference interface or entering the objects manually?
To change scanlist memberships on an object right click (alt-click) on the object you want to change and then choose the edit option from the menu that appears. You'll see checkboxes for all of the scanlists at the bottom of the object edit screen. An object may be a member of any or all scanlists.
If you want to edit multiple objects at once, use the standard windows selection methods for lists of items (i.e. Select the first by clicking on it, then press the Shift key and Click on the last desired item. This will select those two items and all items in between. Pressing Ctrl and clicking on objects allows you to select or de-select a single item). Select an Item and then press Ctrl-A to select all items.
Mike