Heidi,

I must have spent 3 hours trying myself the first time to figure it out. When I did I found out how simple it really was.

First you must know what import folder to look in...
Mine was called Sharing...

Second you open iTunes > File and under File select - Add To Library

When you do that a window labeled <Add to Library> Opens...

In the <From: > Slot select the folder which holds your Down loaded Mp3's
change the selected From: folder to the one you need. Then select, one by one the files to transfer to your iTunes Library this can time.

Once they are transfered you might wish to clean them up, I do a search in iTunes, using date loaded to make the most recent transfers pop to the top,
you may have to add or change categories, artist, or album info to arrange them
just the way you like.

That should do it. Have Fun!