The easiest way is: For fast & easy access, go to your LW Library window, select Saved Files folder & press the Explore button. Sample image here: Using Library Explore button to access downld folder (click on link) & the folder will open up for you. Select all the songs (whilst holding down the SHIFT key to select multiple files at once). They drag & drop onto the Library icon at the top of the iTunes playlists. That will copy all songs to iTunes library folder.

Take a note of how many files you select before you add to iTunes. If any are not added, then you need to ascertain whether they are mp3pro (iTunes can't play mp3pro.) Or whether they had been previously added. iTunes will "not" re-add any song if it's been added before & no mp3 id3 tag details have changed. Once added & confirmed, then you can delete the files out of the LW downld folder.

BTW I also share my iTunes library, but due to its size, only parts at a time. (Reason is related to the OSX Java VM problem issues & thus limitations on what users can do!) External iTunes is a 250 GB FireWire drive.