I was playing around in my library and exploring some of the new features in the OS X version -- I'd just downloaded my first song in it. I moved the song to the playlist window accidentally and now I can't get rid of it. Nothing happens when I hit "remove." Ideas?

Also, I found out how to make itunes my default mp3 player so downloaded tracks are going there instead of the LW library. I want to share my files without duplicating them on my hard drive and still use itunes. How do I make this happen?