The Sticky says to drop them on iTunes "library" whilst it's open. Not drop them into iTunes music library folder on your hard disk drive. That might work all the same. But is not the ideal way of doing it. The 1st way is an easy way of doing it.

Open up your LW downld folder. You can go to the LW Library window & select Saved Files/Shared & press the Explore button. This will open the folder for you. Then open iTunes and drag & drop the song files from the downld folder onto the iTunes interface ... such as the Library at the top of the playlist list.