Adding links one at a time is a hassle. Instead, export all the bookmarks from a browser to your desktop. In Internet Explorer, go to File, Import and Export and work through the wizard, saving the bookmarks file to the desktop. In Firefox, click Bookmarks, Manage Bookmarks…, File, Export.
Now go to Del.icio.us and import the file from your desktop. Go to settings, import/upload. Where it says ‘Import the file to del.icio.us’, browse for your bookmarks file, choose any tags you want to be added to your imported links, then click ‘import now’. A message will appear when the process is complete. J