Just select the external drive as the destination when you import. Make sure you include that disk in your backups. Mac OS X built in backup does not backup externals by default.
when importing your images in "Import Dialog box " in the right pallet choose
your external hard drive in "Destination"
If your drive does not appear there you should make Lr to see it first :
Go to Library mode > in the left pallet "Folders" press the plus [+] sign
choose "add folder" > browse your computer and choose a folder in your external drive
You can right click in the new folder and choose "show parent folder" till you find to the root folder ..
All of my images are in external disks
if you have any problem make a screenshot so i can help you further
It's easiest to do this in the import panel actually. You can click on the Hard drive icon you see in the upper right in the import panel and simply select "Other destination". Then you get a standard file browser window where you simply select the correct base location on the external drive.