Welcome to another Mac user. Don't worry, there are a number of options. If you are in iTunes, you could use Add To Library. If you are in Limewire, you can use Launch either from the download window or Library. Or, so long as you have set iTunes as the default format when downloading from the internet, you can go to the Shared file itself, and double click on whichever files you want to transfer to iTunes and strange magic happens. A more violent possibility is dragging the files from Shared and dropping them on to the iTunes window. That should get you started again.