As you state the problem, you say that you try to move the files *directly* from LW's window(s) to iTunes.
I figure you're gonna have to look for your shared folder and drag-drop them from there.
Otherwise (if such a thing is available in the Windoze version) you could try enabling iTunes support in LW's Options.

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iMac G4 OSX 10.3.9
RAM 256MB
LW 4.10.5 Basic
ADSL anything from 3 to 8Mbps/around 1024kbps

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