Are you trying to drag files from the LW library? That doesn't always work. Try finding your saved folder & moving to iTunes from there. Go to LW's library, click on Saved Files. Highlight a file & click Explore...your saved folder should open.
Sometimes, people have trouble adding to iTunes. Check out the thread below, there are lots of ways to add to iTunes...try a few different ways.
Transferring music to iPod & iTunes