I spent ALL day trying to figure this out. I finally did so I hope this helps!
I thought you needed them to be on your iPad camera roll too, but you don't. You need to save your .mov files in a photo album folder. When you sync on iTunes, go to the photos tab. Check the box that says "include videos". The photos (and videos) will appear in iMovie. Voila
Haven't gotten the camera connection kit yet. Everyone at the apple store told me that it would not work to upload videos from my iPhone to my iPad. Everything I've read online said it will work.
Anyway, hope that helped.