Go to LW's library. Highlight one of the files you want to move, then click Explore (bottom of the library page)...does your saved folder open? It should
Once your saved folder's open, you can minimise LW to get that off the screen! If your saved folder's taking up the full screen, click on the icon next to the close icon. Now the page should be smaller.
Open iTunes, if it's taking up the full screen then click on the icon next to the close icon. Now that page should be smaller as well & you should have 2 pages on your screen...saved folder & iTunes. Whichever page you click on will show as being on top. You can move either page arouund, just by clicking on the page & dragging.