How to not allow all songs I listen to get stored on my Itunes!

Hi Apple Community,

I was just wondering if anyone can help me out with this. I find it so frustrating that I everytime I listen to a song on my mac it automatically gets stored onto my Itunes!

Is there anyway to stop it from doing that? I hate the it creates duplicates and I always have a hard time finding the songs I actually downloaded from Itunes later in my "music" folder under the "Itunes" folder VS songs I had already on my Mac that I had put into Itunes. Its all just so confusing!

Anybody out there with the same problem that may have found a solution?

Thanks a bunch!