Duke heres how I do it.

I download a song from LimeWire then I open another screen where I have all my music files. I find the folder in which I want to place the song/s in. Now I open both screens at the same time and make them as small as I need to in order to see both screens at the same time. I then drag the songs from my library on LimeWire into the folder which I've chosen to place the songs in. Once the songs have transfered from LimeWire to MyMusic folder. I then close both screens and open I-tunes.

Once I open I-Tunes I just go to File > Add File To Library. Then I find the song/s which I just transfered from LimeWire double click the file and it transfers perfectly fine. I've never had a problem with it.