it's as easy or as hard as you want it to be.
Here is the easy method. First can I explain the logic in entering sources. There are two parts to a source, the source itself (this can be a repository for census data, birth/death/marriage certificates or even a book or newspaper) and secondly the source details ie. the information that you want to save.
Assuming you have added a fact for the birth/death etc highlight this and click sources then add a new source. If you then go to add source in RM and scan down to Vital Records you will see an entry (Vital Records, local, certificates.) Use this and when you click this entry you will be confronted with a two part entry, Master Source and Source Details. Completion of this is I find very easy and you can scan your copy of the Birth cert and attach it to the Source details part of the record. This can be done by clicking the media tab and changing the box labeled source and details to details only before attaching the scan and saving.
I have just downloaded a database from Family Tree Maker 2012 and the process was as follows. I firstly downloaded a gedcom file from FTM and saved it in a file Documents/RootsMagic.
I then went to my Family Tree Maker file in 'Documents' and copied and pasted the media file from this into my RootsMagic file that I had previously saved my gedcom file in. Remember to set within RootsMagic using 'Tools/Program Options/Folders/Roots Magic Data Files and something like (C:\Users\Ian\Documents\RootsMagic)
I then launched RootsMagic and clicked file/import/gedcom(other programs) and my media loaded together with the new gedcom family tree.
I had 736 items of media in my Family Tree Maker file, mostly Census/Birth/Marriage/Death documents and also photos of my ancestors and they all transferred correctly ie., the docs are in the source records individually against the correct source and the photos are showing against the correct individuals.
I had to tidy the transfer up a bit as some (about 30) scans were shown as a photo against an individual as well as showing as a doc against a source but this took me about 30 minutes and I now have a fully working RootsMagic with my current Family Tree of about 1000 individuals.
Hope this is of help as I know that you can download ancestry trees into FTM together with attached photos/docs in bulk, then you can transfer from FTM to RootsMagic.