You're able to listen to someone else's playlist but you won't be able to drag & drop any into your iTunes because it's just a playlist... you'd need to be able to find the other person's original music files before you could drag & drop.
Does that make sense? See this thread
http://www.gnutellaforums.com/showth...lse%27s+iTunes

If you can't drag & drop to add your files to iTunes, there are other ways. Heaps of info here
Transferring music to iPod & iTunes