You most likely have LW set so that iTunes is automatically importing each song. The setting is under LW's prefs > iTunes. As for iTunes playing when it imports a song, that can be set in iTunes preferences. I think it's under the advanced > import section of iTunes prefs.
With this setting, it's wise to always check your music files are always being imported. Some will not .. such as mp3pro format, ogg & wmv which iTunes can't play (though it can import & play ogg vorbis files if you get an extra plug-in.)
* Also, if LW has been running for a while & is quite busy, sometimes the importing becomes unreliable or stops.