One way is this (doing it manually):

Go to LW's Library window & select Saved Files folder. Then press the Explore button & this will open the folder up for you. Then select all the songs in the folder (hold down shift key to select more than one), then drag & drop them onto the iTunes icon in your Dock. Simple. If you like you can also see this: http://www.kapsi.de/files/itunes.html (You obviously didn't see the Sticky thread I refered to.)