Steggs11 as written up some tutorials for importing LiDAR using the free LAStools program and using the UK DEFRA website to download UK LiDAR. He has also written a small utility for extracting portions of LiDAR and inserting them into your plot in the proper location so that it lines up with other data you've already imported. Thanks for documenting your work.
These are now on the Utilities Page towards the bottom of the page.