I answered your thread only to find you'd deleted it. The LW playlist in iTunes is simply a playlist mirroring the songs in your LW download folder. What you need to do is add them to iTunes so they get copied into iTunes music library.

Easy, go to LW's downld folder, select all the audio files, drag & drop onto the Library icon at the very top of the playlists in iTunes. See more methods here How to transfer music to my iPod (& iTunes)