mount the SD card, and put them in the correct folder. Basically, once you mount the SD card by connecting your Hero to your computer and hitting "Mount card", your card is essentially in your computer, the same way a flash drive would be. Not sure how you're dragging and dropping files now, but that's the way to move files back and forth...
If at first you don't succeed, get a bigger hammer
Running whatever release of Froyo I happen to be on at the time