if the songs are already in the format you want, spinnerlys has the right idea: simply copy them using Finder.
Here's what I do if a song is not in the desired format:
1. Choose the desired import format from Preferences.
2. Select the song.
3. Select Create AAC (or MP3 or whatever) Version from the applicable menu (don't remember which menu; not at home).
3. In the Music library, select the song and delete it.
4. When prompted, tell it to put it in the Trash.
5. Pull file out of trash and move it to where it's needed.