spinthedoctor337 if you're using Mac OSX then iTunes can automatically import the songs. Only if LW has been on a long time & is extremely busy does this sometimes affect iTunes ability to do this. Otherwise you can see How to transfer music to my iPod (& iTunes) which is the manual method. Otherwise use jdr3883's suggestion.

melissabrianne you may need to restart LW for the change to affect the icons in LW. Otherwise check this: Setting default audio program & its adjoining link.