How do I import my Mass Effect 1 character into Mass Effect 2, and 3?

C:\Program Files (x86)\Origin Games\Mass Effect 2\Binaries

Open Mass Effect config.

Open the save games tab.

Click the "Copy Mass Effect 1 Save Games"-button.

Locate the Mass Effect 1 saves folder:

C:\Users\[Your Username]\Documents\BioWare\Mass Effect\Save
This is the standard folder where your Mass Effect saves are.

Click "OK".

Congrats! You just imported your saves!