Futhermore, (I wanted to "edit" but I will need to register, which I'll do momentarily) I have downloaded other audiobook / song mp3 files after the other files didn't add to iTunes library. The others worked.

In short, it seems I get 7 or 8 out of every 10 files I download. So, it's not a matter of just getting any files to iTunes, but rather those specific troublesome files to iTunes.

I suspect the files in question, in some way unknown, are corrupt (though they show no signs to that effect).