How do you import downloaded freegal music into iTunes?

For any music acquired legally that you wish to add to iTunes:

1. Open iTunes
2. Press Ctrl+o (cmd+o on mac)
3. Find and select your downloaded music (supports shift click selections)

Music will then be added into your library along with any metadata (Album, Artist, Album Artwork)

Note: The same can be done with Movies and TV Shows, again legally acquired