I needed to start tracking downloads on a company intranet after the files had been uploaded. WP-DownloadManager supports this, but I had close to 1,000 files. I wrote up a how-to for anyone else, as I imagine others have wondered the same.
In my case, I'm not migrating stuff in from the Media Library, but rather from a location on our file server. I never used the Media Library to upload, because it didn't hand bulk uploads. Instead I have a location on our file server and I point to the download-able forms (pdf's, docs, xls files) using a custom field.
There is a way to get stuff in from the Media Library though, if anyone needs to do it.
Hope it helps someone