I am a bit confused. In order to import insects from other countries, do you need a different permit for each country, or is there one permit that covers all countries? And what do you have to do to get a permit?
This actually helped me out a couple of times beforeThe biggest thing is to be aware of what the US rules/regs are, especially for your state. The US is really hardcore about not letting things into the country (though there are some countries that won't let anything out, such as Brazil and Australia), so it could be easy to get into trouble with a species that seems harmful.
In terms of getting the permits, ask nearby universities for help. They usually have great connection in a variety of countries. It's a lot easier to get a permit for a country if you know someone in the country, especially if that person works at a university in said country.