You can't do it, Karen. The only kind of file you can import into Mapsource is GPX. So you need to use something like GPSBabel (google it) to convert.
What I've been able to do was take an Excel spreadsheet that a friend sent me (list of addresses for his snow removal business), save it as CSV, bulk geocode all the addresses online (google it), save the results as CSV, convert CSV to GPX, and then load the GPX file into Mapsource to create a route.
I can't recall if I was able to import a GPX file with just addresses into Mapsource and have Mapsource find them. I'm almost certain that won't work. So you need to do the bulk geocode step first so that you load the addresses AND the location coordinates from the GPX file.