This is my first time venturing into this territory, and so my questions are very basic.
1. When I download a song, will it go to my library?
2. Can I download an entire album at once, instead of each song individually?
3. How can I use iTunes as my primary player, getting the downloaded songs to go into my iTunes library?

Your probably laughing at these questions, as they're probably the equlivant of someone asking how to wear a t-shirt... Well, thanks in advance for any help

1. Yes. Your Saved Files folder will list your download. Also, if you're sharing your download folder which by default is called Shared, then this will also show in the Library window. For fast & easy access, go to your LW Library window, select Saved Files folder & press the Explore button. Sample image here: Using Library Explore button to access downld folder (click on link) & the folder will open up for you.

2. How to Downld whole albums & Albumwrap

3. Setting default audio program

Thanks for the help!