You bought Rock Band 1, you love playing Rock Band 1 then, oh no, they go and release Rock Band 2. What are you going to do with two Rock Bands? You can't possibly change discs during play - that's just silly - so Harmonix have had to come up with a workaround. That workaround allows you to transfer all your RB1 songs onto your HDD, and works a little something like this...
1) On the day Rock Band 2 is released, Rock Band 1 will receive a title update. That update will add an "export" command in the RB1 menu.
2) Hit "export" and you'll need to enter a password, which you get with your copy of RB2. Enter the password and you have to pay. Harmonix promise it won't be more than $US 5.
3) Pay the $US 5 (or less), and your RB1 songs (well...the ones on the disc...and the ones they're allowed to port over, as Harmonix can't guarantee that all songs will be available) will be transferred to your HDD.
And that's it! Note this doesn't work for your DLC, since that already works in RB2 anyway. It's just the songs on the disc. Also note that this is for the 360 version only; the PS3 should be the same (though this isn't confirmed), but Lord only knows how the Wii's going to manage.