Can I import existing PDF books into Kindle for PC?
Right click on the PDF and open with Kindle for PC.
If the option isn't there then browse and select the Kindle for PC shortcut from its location (desktop, documents, etc). This will permanently put the PDF in your Kindle library.
The Kindle DX natively supports PDF files. If, however, you have a First generation Kindle, then you can convert the PDF to a .prc file using the Mobipocket eBook Creator
You could also use Amazon's Kindle Personal Documents Service.