When you want to add songs to iTunes, you don’t have to add them one at a time. Instead, you can put them into folders and add the whole folder. ITunes will automatically add all the songs in the folder to your library and categorize them appropriately.
Here’s how you do it:
Create a new folder on your desktop and then drag the songs you want to add to iTunes into that folder (these will probably be songs downloaded from the Internet or a music download service such as eMusic).