If you import mesh items with no materials in Modo, everytime you drag and drop a material from the presets, it will replace the current material for all objects.
So as already mentioned you can apply styles in MoI. The various styles will become materials in Modo and you can then drag and drop other materials from the presets on individual objects (or polygon sets).

The other solution is to select the various items and assign them a different material (one for every item). To do this, select your item in "item mode" and press "M". You can then drag and drop various materials on your objects.

By default, everytime you drag and drop a material on an object, the previous material will disappear from the shader tree. If you want to keep the "old" material in the shader tree, press Shift while you drag and drop.

Hope this helps