If dragging from LW's library page doesn't work (doesn't for some people), try finding your LW saved folder & drag from there. In LW tools > options > saving will show you the location. Or you can go to LW's library, highlight a file & then click Explore...your saved folder will open for you Drag to iTunes from there.

If that still doesn't work for you, have a look at the thread below for other ways to add to iTunes.
Transferring music to iPod & iTunes