This question came to me again a few times this last week. On the one hand, this means more OneNote users on Skydrive! This is great to see since we put so much effort into getting this rolled out. On the other hand, though, if you start from a machine that is set to use OneNote with local notebooks, it can be a bit tricky to get your Unfiled Notes section on the cloud.
I wrote about he drag and drop method here. Not much more to say about it.
If you upgrade to OneNote 2010 Service Pack 1 (download link here), there is another little bit of functionality available that may help you. You may be in the position of having a section already on SkyDrive which you want to use as your Unfiled Notes section.
If you click File | Options | Save and Backup, you will see this:
If you highlight the Unfiled Notes section here, you can click Modify. When you do that, you get the folder picker dialog we added to OneNote 2010 and you can select any section you have to use as your Unfiled Notes section:
Just click Select and you are done!
Something (fun?) to do, and related to testing, would be to run a tool like ProcMon and monitor the registry to verify the correct registry keys are written when this is done. Give it a whirl and make sure we are updating your machine correctly! (I'm just trying to link this article back to testing. This is something that I did do when working on this fix - I had to verify we were creating the registry key correctly. I'll leave it up to interested readers here to track down which key gets added, and what value it gets. Should be relatively straightforward. Hint - it is in the HKCU branch.)
Questions, comments, concerns and criticisms always welcome,