erm .. why not find the same files in your download folder & open up that folder & do it from there. Dragging from the LW Library window to iTunes does not always work.

For fast & easy access, go to your LW Library window, select Saved Files folder & press the Explore button. Sample image here: Using Library Explore button to access downld folder (click on link) & the folder will open up for you. The Explore button should work on most if not all folders listed in the Library window.

I recommend having a close look at this post http://www.gnutellaforums.com/133930-post8.html