Help! Files on external drive delete when I listen with iTunes

[emilyk11]

My father recently got 250gb of music from a friend of his on an external harddrive. He is using iTunes to listen to the music and select which songs he would like to keep in his library to have on his iPod. (He is on a computer that runs Windows Vista). When you click on a song in the harddrive to open and listen to it in iTunes, it automatically deletes that song from the harddrive. In other words, instead of copying the file to listen to it in iTunes, it moves the file completely. How do I make this stop! Every time he clicks on a file to listen, it is no longer on the D harddrive & you have to manually move it back. This is very frustrating and time consuming. Is there a setting I can change to make it not move the file??

Thanks in advance!!!