Two options you need to make sure are ticked .. one for LW preferences/options, one for iTunes preferences.

1. Advanced tab is for iTunes. I updated the image in the above link. It simply shows you to tick the option to copy music to itunes music folder when adding music. I'll post it here:



Advanced tab is the tab on far right side of the iTunes preferences. Simply press on it.


2. And for LW 5, first go to the Tools menu, then choose Options, then ... sample image here to make sure it is set to copy files to iTunes:




3. Now as for your music that has not added across. Go to your LW download folder, drag & drop the music files onto iTunes Library icon at top left of iTunes and it should add the files to its library. If not, the files might be duds ... no good.

Drag & drop method shown below: