I think I may have found a solution that works for me. I arranged the data as explained in MEdgar7863's post above. I found an online converter to make the CSV files into iCal files ( ). I was then able to import the files into Essential PIM. It allows color coding of multi-day events, which was a dealbreaker.
*edit* Maybe not. It looks like Essential PIM does not sync with Palm, which was the whole reason for me to leave Sidekick.
*edit* Maybe not. It looks like Essential PIM does not sync with Palm, which was the whole reason for me to leave Sidekick.