This is all windows. I have no idea what you run.
If you're talking about downloaded music, try going to C:/Documents and Settings/<insert user name>/shared/
iTunes imports to C:/Documents and Settings/<insert user name>/My Documents/My Music/iTunes/iTunes Music
Then it's listed by author.
You can choose to copy audio from shared foldre to the default itunes folder through itunes. Edit>Preferences Advanced tab. Second check-mark down.
If you're running a mac, then I just wasted 5 minutes of my life.