Check http://www.gnutellaforums.com/320119-post2.html & see if that's your problem.

Normally to manually add songs, select the file from the Finder (LW's download folder) & drag & drop onto the Library icon at top of iTunes.
Check you haven't already added the songs. Sometimes the song is added but is listed in iTunes under its mp3 id3 tag & not the file name. Easiest way to check is to go to view options in iTunes & have Date Added column added. Then click that column heading to arrange songs by date added. That will help you to know which songs were or were not added & whether their listing is different to the actual file name.