A little tip I picked up while on my travels, when I say picked up I mean stole. In a previous role I was responsible for running various search campaigns and this one use to bug me no end. Now there is no way Google is willing to help you with this you either do it the hard way (copy each ad group across one at a time) or follow the below instructions.

STEP 1: CREATE A GOOGLE ADWORDS REPORT

1. Sign in to your Google AdWords account.
2. Click the Reports tab.
3. Click Create a New Report.
4. Under Report Type, select Ad Performance.
5. Under Settings, select the following:
   • Ad Variations = Text Ad
   • View = Summary
   • Date Range = (Select the date range)
   • Campaigns and Ad Groups = All campaigns and their ad groups (or you can specify the campaigns and ad groups you want to export)
6. Under Advanced Settings, click Add or Remove Columns, and then select the following options under each of these headings:
   Level of Detail
   • Campaign
   • Ad Group
   • Keyword
   • Ad Id

Attributes

1. • Keyword Matching
   • Headline
   • Description Line 1
   • Description Line 2
   • Display URL
   • Daily Budget
   • Current Maximum CPC
   • Keyword Destination URL
   • Destination URL

Performance Statistics

1. • Select any option (one selection is required to run the report).
2. If you want to import ads for distribution on search pages only or content pages only (Search Ads or Content Ads (Beta) in adCenter), under Advanced Settings, click Filter Your Results, select Ad Distribution, and then selectContent or Search.
3. Under Templates, Scheduling, and Email, type a name for your report.
4. Click Create Report.

Save the Google AdWords report as an Excel CSV spreadsheet

1. After your report is complete, click the name of the report to open it.
2. Click Export Report, and then click either .csv (for excel) or .csv.
3. Click Save.

Edit the spreadsheet to match the adCenter template

1. Remove any rows of information that are above the column headings.
2. If there is a data summary line at the bottom of the spreadsheet, remove it.
3. Delete, add, or move the columns in the spreadsheet to match this column order:
   • Campaign
   • Ad Group
   • Keyword
   • Keyword Matching
   • Current Maximum CPC
   • Keyword Destination URL
   • Headline
   • Description Line 1
   • Description Line 2
   • Display URL
   • Destination URL
4. Save and close the spreadsheet.

STEP 2: IMPORT REPORT TO MSN ADCENTER

First log into Adcenter, then follow the steps below:

1. Click the Campaigns tab.
2. Click Import campaigns.
3. If you are using the template, click Excel or CSV, type or copy data into the template, and save the file.
   –or–
   If you are exporting campaign information from another online advertising program, save the exported file as a CSV file.
4. In the Select a language and market drop-down list box, select the language your ads are written in and the market you want them distributed through.
5. In the Time zone drop-down list box, select the time zone you want to use for this campaign. (Please note that you won’t be able to change this selection at a later time.)
6. Click Import file.
7. In the Choose file dialog box, select the file, and then click Open.Your imported campaigns are added to the table.

Et viola.

Thanks again to the person I stole this from it has been extremely useful.