There might be times when iTunes stops auto-adding these songs immediately upon LW downloading them. This has been a problem with OSX & now Windows has the option with LW 5, it seems they also have the problem. If it happens, it usually happens during long sessions or whilst LW is extremely busy. All you need to do in that case is disable the auto-transfer option, close out from the options, then go back to options & re-enable it. If that doesn't work then restart LW. But in any case you may not experience this happening.