You first need to Add them to your LW Library. If you are using LW 4, then that LW listing you see in iTunes is simply a playlist that is playable but not copyable or burnable or copiable to iPod. How to transfer music to my iPod (& iTunes) {click on link}. Also make sure in your iTunes preferences that you have the option enabled for 'Copy files to iTunes Music folder when adding to library'. Edit menu -> Preferences -> Advanced ...