Deleting them from LW should not affect iTunes except for the LW playlist within iTunes. If they have affected the actual files then perhaps you're not adding them to iTunes properly. Remember the LW playlist is simply a reference to the song files still within the LW downld folder.

Also, you can arrange iTunes Library by artist or album or song or date added, etc. I normally arrange by artist except for when adding songs so I can check if they have been added or not. iTunes will not re-add songs it already has in its own library if they are identical in name, size, id3 tag, etc. But iTunes will not add mp3pro format.