When you download songs using LW, they automatically show up in iTunes under LW's playlist. But the song files themselves are not in the iTunes Music Library folder, they are in the LW download folder. So to add them properly to iTunes, use the techniques described in the link i gave above.

I think you'd find that the songs showed in the LW playlist in iTunes but not the main library list at the top.

i had the same issue. go into your itunes folder and edit>preferences> general check the box that says copy files to itunes music folder. this means after you drag and drop them into itunes, that is their file location as well. i turned it off or awhile on accident then had to go back and dl a bunch of stuff because lw had been where the master file was stored...