I do the same thing CMM said, just click and drag them from another folder into my itunes and it automatically accepts them.

Im wondering when I get a new mp3 player..I was thinking about not getting an ipod. I wonder if it's possible to play all the songs/shows I purchased on itunes on a different player or are they protected? If not then I'm pretty much stuck with apple forever, spent way too much and have too big of a library from itunes!