marywrap1 you need to add them to the iTunes music library; see
How to transfer music to my iPod (& iTunes) The LW playlist is simply a playlist & the songs still exist in the LW downld folder. So you can play them but that's all.
As for perky_001's problem, I'm not sure. It depends upon which operating system (mac or windows.) But it's possibly the same issue as marywrap1. The iPod/iTunes forum should be able to help with that issue if I'm misunderstanding your problem.