Windows;
Mac 
Sometimes, Apple sneaks in new features into their software without ever making a big deal out of it. When iTunes 9 was released, they made it possible to add files to iTunes without even launching the app. The secret to this trick not as far-fetched as you might think…
The key to this feature is a subdirectory of the folder where iTunes keeps your data. Depending on your OS, your iTunes library has a different default location:
- Windows XP: \Documents and Settings\your username\My Documents\My Music\
- Windows Vista and up: \Users\your username\Music\
- Mac OS X: /Users/your username/Music

Once you’ve found your iTunes library, look inside the iTunes Media (or iTunes Music) folder to discover a directory called “Automatically Add to iTunes”. Anything you put in that folder will be added to your iTunes library next time iTunes launches. If iTunes was unable to recognize the type of a file you dropped in that folder, it will be moved into a subdirectory called Not Added. Most of you will probably use it strictly for MP3s anyway, so you should be safe.
Taking it a step further: downloading MP3s straight into iTunes using Firefox
If you’re a huge MP3 downloader, you can set up Firefox to automatically download MP3s to the “Automatically Add to iTunes” folder. You can do this by installing Automatic Save Folder and configuring a default download location for MP3 files as shown below.


Also, if you don’t want to open that directory every time by opening all those folders, a shortcut to the folder (on the Desktop for instance) also works.
Once again Apple manage to label as innovation something every single media player under the sun has done for years. For every other player I put stuff in “Music” and its “magically” added to my library next time I run the program. Or even whilst the program is running.
Can you explain how it works?
Apple is innovating and its a good thing.
I will definitely give it a try.