1. First of all you need go to the 'view' button at the top bar menu. From the drop down click on 'view options'. Then click a 'check mark' against the 'kind' and then click 'ok'.
This shall give you the type of the music files that you have in your library like MPEG audio file‚ AAC audio files, protected AAC audio files, etc. The 'protected AAC audio file' cannot be used until you remove the protection off.
2. You now have to sort these files. So go to the removable disk and click it to open. You can choose and then drag any music file from the browser over here. In case you want to play the protected file then there is legal way to script off the protection from them.
3. You can click on "iTunes Store" and click on the link called "iTunes Plus". This shall list all the songs that you have on your system. You can also pay 35 cents to remove the DRM protection. Then these songs shall become "unprotected" and then you can drag and drop your files to play them.