Go to the Shared folder (remember, not the one in the Library, but in the Home directory on the Finder, eh?) and select one of those files, press Cmd-I (the Cmd key is the one with the Apple in case you don't know) and click 'Open with'. Choose the right application (iTunes) from there and see if double-clicking will do the job.
Otherwise, go to iTunes and press Cmd-O. Try adding the file like that.

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iMac G4 OSX 10.3.9
RAM 256MB
LW 4.10.5 Basic
ADSL anything from 3 to 8Mbps/around 1024kbps

"Raise your can of Beer on high
And seal your fate forever
Our best years have passed us by
The Golden Age Of Leather"
-Blue Öyster Cult-