Why Can't I Use My NAS For My Itunes Library?

I'm on Mountain Lion, and Itunes 12.2 (I believe that's the latest)

this is on my 2009 Mac Mini, which I've upgraded to Mountain Lion.

I used to do Itunes on a macbook... but I want to migrate to this mini.

on my macbook (and an older itunes) I used to be able to select where my itunes library would come from. (external or NAS)

Now, the new one doesn't do anything when I clicked "scan for media" (i believe that's what the button said with an empty itunes)

------------

The only things I've done is make the NAS my source for an Itunes library under Preferences > Advanced
then I dragged in two songs from an album as a test... but they seem to disappear from my NAS drive when I do that.

My NAS drive is a My Book Live from Western Digital BTW.

AM I DOING SOMETHING WRONG?

ALL I WANT TO DO IS BURN MUSIC ON MY MAC MINI FROM CDs... AT THIS POINT I'M TOTALLY LOST.