Which OS verson are you using? If using OSX then go to LW prefs>iTunes>Importing & tick option & press Apply. Then they should import in to iTunes automatically. You might need to wait till next time you open LW to take effect. For OS 9 or earlier this isn't possible but manually adding them. See:
http://www.kapsi.de/files/itunes.html (adding songs)
For osx see:
http://www.gnutellaforums.com/showth...threadid=36498 for xtra things you should know.