It would greatly help to know which operating system you're using. For Mac OSX, go to LW's Prefs>iTunes>Importing & tick the Enable iTunes Importing option box & press the Apply button.

For Windows, well the songs are not automatically transfered to iTunes but rather a Limewire playlist created within iTunes. This is simply a reference to the files in your LW Downld folder. To import them, go to the Open Discussion section of this forum & look at the Sticky's in regards to iPod/iTunes.