1) get this script: http://indesignsecrets.com/downloads/MultiPageImporter2.5-CS5.zip (it's the latest version of the script that the OP is talking about);
2) read this page to find out how to install scripts into indesign: http://indesignsecrets.com/how-to-install-scripts-in-indesign.php
as a regular user of this script i can say that it will do what the OP wants.
.. All I can do is right click on the script itself and tell it to run, but it doesn't bring up that snazzy little dialog box.......Am I missing something?
Yup. It only takes a left (double) click to run them, but right-click ought to bring up a snazzy little popup menu, of which the top item is "Run script". If you do that and it still doesn't appear to do something, read any or all of these: