Hi Jake,
There is a gp tool called QuickProject to Geodatabase. This will take all of the shapefiles in one folder and create a new personal or file geodatabase for you.
The Key is in the data manager. When you check out the featureclasses from the GDB in ArcMap, you want to use your original APL as a template
[ATTACH=CONFIG]23400[/ATTACH]
and you should be good to go.
Let me know how you go.
Cheers,
Gareth