Ok, well
In my case, this box is chhecked and the downloaded music directly goes into iTunes, in a labelles "Limewire" playlist.
So, I must admit, I never had to use drag-n-drop to put music into iTunes.

So, now, the problem is not (only) the drag-n-drop issue, but the fact that the downloaded music does not automatically go into iTunes

I start searching on the Web: I'm still under iTunes 4.9 and do not know how iTunes 6 can be the culprit.

Philippe