If the files have an ID3 tag, then they would have the proper fields filled out. But apparently they don't, as MJ is only basing the track title from the filename. Try this when you import.
First, let's say that your music is in C:\Music\ARTIST\ALBUM (where C:\Music is wherever your Artist folders reside)
On the Import Media Files dialog, point the Search box to C:\Music
Click the Advanced>> button.
At the bottom of this screen is a checkbox labeled "Get file information from filename\directory"
In the Directories drop down box, choose ARTIST\ALBUM
In the Filename dropdown box, type in TRACK#-TITLE
That should import them and fill in the fields correctly. However, this will only be in MJ's database. You'll still want to get that data entered in the ID3 tag. Does anybody know the quickest way to do this? The only thing I can think of is to first make sure that under Settings -> Options -> General, you have "Update tags when file info changes" checked, then select all of the files, right-click, choose Properties. Then choose "Update all files" from the dropdown box, and click Save.
Am I forgetting anything?