Originally Posted by Lord of the Rings

I personally don't allow iTunes to automatically import due to 2 reasons. One, I like to check the songs & add/re-check/fix id3 tag information before adding to iTunes. Two, I have my iTunes library & program on an external drive which I only turn on when desired.

So my image attachment sample shows it unchecked, but you should check the option where the red circle is. (click to see larger image. Both are animated GiF's so wait to see each.)
Attachment 3630

2nd image is iTunes settings. Copy files to iTunes & look for shared libraries I think should fix your issue.
Attachment 3631

* Warning, after changing settings in either iTunes or LW, it does not have an immediate effect. You need to restart both programs. After LW finishes downloading a song, it will open iTunes anyway.