1. Using default settings, LW will simply select your user-account. For windows that's generally C:\Documents and Settings\"your account name"\Shared, if you have win 98/me I "think" it might be C:\My Documents\Shared but I might be wrong. You can choose anywhere you like to downld the files to. The desktop or root level of the drive is not recommended as it can cause problems. Particularly if you get a virus or something & that would make it harder to contain & potentially do a lot more damage before you became aware.
Don't forget, for easy & quick access to your LW downlds: Go to your LW Library window, select Saved Files folder & press the Explore button. Sample image here: Using Library Explore button to access downld folder (click on link) And the folder will open for you. You can then drag & drop from there if you desire.

2. Get an id3 tagger to check the files before adding to iTunes. You could also use LW's describe function. But I would recommend an independent tagger. For mac OSX I would recommend Media Rage. For windows: http://massid3lib.sourceforge.net/ (which allows you to hover your cursor over the top to easily & quickly check the id3 tag is correct.) iTunes & iPod rely greatly on id3 tags. So double-check as suggested to make sure they're correct before adding. Not all songs have tags so you may need to add them 1st. Use ID3v2.2 ->2.4 for tagging. iTunes uses v2.2 for its own tagging. To tag within iTunes: select the song, go to menu bar, File>Get info. or keyb'd shortcut is control+i (mac is command+i)

3. Someone else might have better ideas about this question. I check the bit-rate & file-size. I may also see for any differences in id3 tag (that's what you see when you hover your cursor over the top of the song in the search results.)

I would recommend Add File to Library but select multiple files at once using the SHIFT key. If you're only downlding music, you can select the folder, drag & drop it into the Library icon on iTunes. That will add all songs within the folder. Of course there's other techniques.

BTW make sure iTunes is set to Copy to Library when adding. Go to iTunes preferences > Advanced>General & make sure that option is ticked.

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