As I understand you are want to put a transistion on each clip, then what Alan suggest wont work, a transistion is only used at the begining and end of a clip.
there is a couple of ways you can use to apply transistion.
First you must choose the transistion you want as default and right click on it and click 'Set Selected ad Default Transistion'
1:next you can now use PGUP/PGDN or use previous/next buttons in the monitor controls, not the preview monitor, to goto the intersections of the clips.
and dont forget to pick the right video track
Now by pressing CTRL-D you can then apply the default transistion you have chossen.
2: The other way is better for stills/pictures, but can also be used for video footage, the way can not be used if the video needs editing first.
first you must select the clips in the order you need them shown
Then press the button 'Automate to sequence' and under ordering you must select 'selection order'

as you can see it will then automaticly insert you selcted video in the order you selected it, and apply the default transistion that you choose to begin with.
BUT this is not good for video if you need to edit the clips to remove non essential footage.
I usually use the first way, and you can also do the same with audio with CTRL-SHIFT-D