3g phone music downloads

Does anybody know how I can get the downloads into my itunes file?

They will only play via media player at the moment, but I hate having my music in different places :evil:

Ive tried the right click and “open with” itunes and itunes opens but does not contain the files and wont import them.

Ive manged to put free downloads into itunes by downloading them and going to my documents and opening them there, but these just dont seem to want to know :twisted: :twisted: :roll:

Are they super protected?