and when i try to import it says it is not a vaild exported file???? same with add file???

Add should work. Unless it's a format iTunes cannot use. mp3Pro format it will not add to its library. Be sure you have added ability for iTunes to add to it's library in preferences; Go to iTunes menu bar, Edit menu -> Preferences -> Advanced -> General
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Import is for importing playlists; it can import up to 3 playlist formats I think from memory.

iTunes has changed since I answered this thread a few years ago. Now the burn playlist option is under the file menu for both Mac & Windows. (click image to see larger view)
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As for adding songs to iPod. Check the iPod tutorials. I highly recommend the Manual adding of songs to iPod. See more about that here How to transfer music to my iPod (& iTunes) & look for the iPod tutorial videos. Also check the iPod lessons on apple website. ;)

ok will try that one out, thank you