Where have you copied the vmx files to? In VI3 the vmx files live together with the vmdk and all other files for the VM on the VMFS filesystem. Once you have moved them you will have to register them on your ESX 3 host before you can start them up and upgrade them.

This would be much easier if your swing server also had some swing disks. Then you could just migrate the powered-off VMs from the 2.5 host to the 3 host from VCenter.