There is no automatic importing of songs for iTunes with Windows. That only happens for Mac OSX. What people seem to get confused with is they see a limewire playlist in their iTunes, but the songs don't exist within the iTunes Library. These songs still remain in the LW downld folder. So they can be played in iTunes but not copied. (Whereas iTunes has its own music folder.) What you need to do is manually add them to iTunes so they're copied to iTunes music library. There's a no. of techniques. See How to transfer music to my iPod (& iTunes)

If you want your newly downlded music to appear as a playlist in iTunes, (remember this is simply a playlist) then go to LW's menu bar, Tools>Options>iTunes>Sharing & check the options for sharing the music & add a username. But if you decide to do this, don't get confused when you see this playlist in iTunes. Remember to burn the songs with iTunes you must add them using the techniques in the link above. iTunes has its own separate music folder. All music should be added using the appropriate techniques.