Stars represent your chances of connecting to the host. Green line, well see Download icons (click on link) & also in case you want to ask here's the answer to download messages: Meanings of the download messages.

Go to your LW Library window, select Shared or Saved Files folder, then press the Explore button. This will open the folder. Then select the songs & drag & drop onto the Library icon at the very top of the iTunes playlist.

If it says the titles are too long, then I'm guessing you're using windows 98 or 95 where your OS doesn't allow names longer than 22 or 31 characters or something.

iTunes will NOT import mp3Pro type files. These are usually very small audio files anyway. And won't import ogg vorbis either.