Then it must be from an External drive and for some reason the OS and LR is seeing that external drive as a Removable drive. With that type of drive detected the only option is Copy just like with camera memory cards.
Restart your system and test.
But i've been using this external drive for the past couple of months and it has been working just fine. Just happened today.
Restarted my system a couple of times and still not working.
What type of system, Mac or Win PC?
Is it connected to the same USB port? If Windows does it get the same drive letter as it did before?
Same port nth different.
Then I susgest you disconnect the drive, Restart your Mac, Let it fully boot, reconnect the drive, Look in Finder to make sure the drive is being seen, then Open LR and try to import.
Have you done any OS X updates just before the problem started?
Also try Browsing through the Drive Folder list in the Import dialog on the left hand side, "Files" section, then Select the drive and folder from that list.
Instead of from the "Select a source" drop down at the top of that side.