What OS are you using? I'm a windows user, so:
The LW playlist that shows up in iTunes is just a playlist & so you won't be able to add from that.

Try going (in iTunes) file > add file to library. Browse for your LW saved folder (by default it's C:\Documents and Settings\your name\Shared...if you've changed to another location then tools > options > saving in LW will show you the location). Once you've found your saved folder, you can add from there.

If you want to add all of your saved files, you can choose (in iTunes) 'add folder'...again browse for your saved folder & add the whole thing. This will take some time.

Or you can open your LW saved folder, right click on a song > open with > choose iTunes...should go into your iTunes library.


Transferring music to iPod & iTunes