Thanks, Dave, that worked! In fact, it was much more efficient than clicking and dragging the files over one at a time as I had been doing in the past.

To clarify my pronblem, what I meant was that I could not click and drag a file out of iTunes at all, and still can't. If I click on it, it launches and plays, which is nice but not what I wanted to do.

Anyway, you've taught me something! I was afraid to try the manoeuvre you suggested before, but I've done it and am pleased with the result!