Import all of your items and create a new tax in the system. Then run a SQL query to add tax to all items.
BACKUP YOUR DATABASE BEFORE RUNNING ANY SQL QUERIES
To run a SQL query, open Store Operation Administrator and connect to the database. (File -> connect -> enter SQL password -> OK) Go to Query Menu -> New
First find your TaxID SQL query: select * from tax (the TaxID is the 3rd coloum)
Set all items to be taxed SQL query: update item set taxid = x (where x = the TAXID, usually 1)
This will do it in about 2 seconds.
Hope this helps