This could mean several things. You have an existing WP site and want to get those users into WPMU.
Or you have an existing WPMU site, but when you go the ‘members’ list pages on BuddyPress, most of them don’t appear.
I can’t help you with the first one as I don’t know and that question is more appropiate to the WPMU forums (not BuddyPress’). If it’s the second, the users won’t show up until they’ve logged in and done something. There was a script or so around the forums to get this done automatically, but I don’t know where I saw it. Hopefully someone will post.