Unless something has changed, the thing that does imports allows you to select the target (exporting) MDB and then gives you a tabbed window that shows you importable things. You can switch among the tabs and hit "Select All" for each tabbed item. Is that not adequate?
I am using Access 2002, and there is no tab on the import dialogue for groups. I don't think there were groups in '97, not sure about 2000. The only way seems to be to recreate all the shortcuts in the new db one by one.