Scan for media in iTunes

I bought a Macbook Air today and was in the process of setting up iTunes, but I keep getting a page that pops up and says

"Music

Songs and music videos you add to iTunes appears in your music library. Your music purchases in iCloud will also appear whenever you're signed into the iTunes store.

[Go to the iTunes store] [Scan for Media]"

When I click [Scan for Media] it does absolutly nothing. When I click [Go to the iTunes Store] it takes me to the iTunes store, but still leaves me unable to access my library. At one point I got out of this setting, only to be brought back into it.

Also, is it possible for me to take my playlist/songs on my iPhone and make them go to the iTunes on my mac? I've bought all music on iTunes, but I only want the songs on my mac that I have on my iPhone -- I have tons of songs on my iTunes account, and I don't want to have to go through and download them all...So it would be nice if I could some how sync my computer with phone.