I am not aware of any external way. Perhaps some day when the Kindle Apps stuff goes on-line, or one of the clever people around here come up with a "hack". Otherwise, the best I know of is to go to the Home screen, move the underline under the desired collection, move the 5-way to the right, and select the add/remove books option, then go down through your list of books and click on each one you want to add.
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