Some data sets are distrbuted as hierarchies of folders in which shapefiles are present. UDig should recognize this when it is pointed at a directory and provide users with a list of candidates.
For example, the frech BD_Carto sample product available here
in its shapefile incantation, is organzied hierachically:
with each directory holding several shapefile groups. uDig should do the minimal amount of crawling to recognize the layout and provide the user with a straight forward way to import all or some of the files.