The most reliable way I've found of doing this is by hand, using the text editor. Copy/paste the resources out of the .RC file and into the destination. Don't forget to copy/paste the DESIGNINFO section if there is one. You mentioned menus; you'll have to copy the menu as well. Copy the resource ID's from the original resource.h into the destination. You may need to renumber the resource ID's so that they don't conflict. The IDE (VC6, VS.NET 2002, and VS.NET 2003) will let you cut/paste controls, but it's not terribly smart about whole dialogs.
Software Zen: delete this;