If you want to import more references (from 10 and up) it may be a good idea to use the RIS Format.
When searching in eg Medline, do as follows: Select All or enter how many references you want before pressing Export. In Export to, choose RIS and finally Export Citations
After clicking Export Citations, the following box will appear:
Once the file has been downloaded, drag the file into Mendeley depending on which browser you are using - see under Import / Browsers if necessary