How to keep separated my Apple Music and iTunes library

Hi all,

I have recently joined Apple Music and I am still deciding if opting out and go back to other services. I have both Mac and PC (for work). In my Mac computer, I also have my personal iTunes library with old songs from when I had an iPod. However, if I try to add an album or song, it tells me that I "must use iCloud Music Library, Songs and playlists from this computer will merge into iCloud Music Library so you can listen across all your devices".

I guess there is no way out of this (the word "must"), but just wondering. If not, I will cancel my Apple Music subscription and go to a different service.

Thank you!