Go to LimeWire's menu bar, Tools -> Options -> Sharing.
The way I like to add songs to iTunes is: 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) & the folder will open up for you. Then select all the songs (hold down SHIFT key to select multiple files at once) & drag & drop onto Library icon in iTunes above the playlists.
It might be worth taking the details of one or more of those you are having problems adding & searching your computer. You may find the files are already in the iTunes library but perhaps they don't show where you'd expect them to show because their id3 tags are not read by iTunes as you'd expect.