Open the iTunes program on your computer.
Click on the "File" menu, select "Preferences" and click the "Advanced" tab. If the option "Copy files to the iTunes Music folder when adding to library" is checked, iTunes will actually copy all imported songs into its own folder, without deleting your original files. This setting is recommended, because it makes your library easier to move and manage; however, if you prefer that iTunes just read your existing files without copying them, uncheck this option, and click "OK".
Click the "File" menu again, and select "Add folder to Library." (See Reference 1) In the dialogue box that comes up, browse to the folder where your Windows Media songs are stored (usually the "My Music" folder), and open it.
Select the folder you want imported to iTunes, and click "OK." If you want multiple folders press and hold the "Shift" key or "Alt" key while selecting. At this point, iTunes will begin importing your songs. Depending on how many folders you select, and if iTunes is copying the files, this might take a few minutes. When the process is complete, your songs should appear in the iTunes library on your computer.