I tried all of the different ways LOTR listed and found the way that works on my computer. Look at LOTR post.
Here it is summarized: First you want to open the iTunes folder so go to: Start> My Music> iTunes> iTunes Music, keep this window open and drag it to the side of the screen so that you can have two windows open without overlapping eachother. Next Launch Lime Wire, drag the window over enough so that you can still see your iTunes music window, now go to Library> Saved Files, now drag the songs you want over to your iTunes folder.

Hope that helps.

-Zack