This is a tool built into the native user interface, allowing bulk data to be imported as new or updated records of custom objects. Import wizards for the leads, accounts, contacts, solutions, and custom objects are located under Setup | Administration Setup | Data Management. The administrator also sees these links in the Tools section of certain tabs' homepages. For example, to import leads, click on the Leads tab and then click on the Import Leads link in the Tools section.
For records you own: The Import wizards for the records you personally own are located at:
Your Name | Setup | Import | Import My Contacts
Your Name | Setup | Import | Import My Person Accounts
For your organization's records:
Import My Organization's Accounts and Contacts
Import My Organization's Person Accounts
Import My Organization's Leads
Import My Organization's Solutions
Import My Organization's Custom Objects