Are you using OS 9 or OSX. If you are using OSX & have iTunes importing enabled in LW's prefs then all songs will import into iTunes anyway. I don't think iPod can access files that are not actually in iTunes music library folder. And since OSX LW's playlist save function doesn't work we can forget about that option. lol So you'd need to add them.
http://www.kapsi.de/files/itunes.html (adding songs to iTunes)