CD burning trouble

i am using limewire to download the music from the net i have windows media player & itunes i did a recent download from limewire but the songs i downloaded ended up in the 2 different applications, some songs are in itunes & some are in windows media, and the 2 trains are not meeting at all, i can copy from one to the other so that all my songs are in one app. in addition itunes will not let me drag any of the limewire songs into a new playlist so i can burn a cd. Help! please.