[xDramatick]

I've deleted those 'help' posts because they were posted within a few minutes of each other, and technically spam. Try to be patient in the future.
Also, don't forget you can edit your last post, so you don't need to repeatedly post to ask something different.

It sounds like the file's not found by iTunes. All you have to do, is when it asks you to locate the file, click ok/yes/browse [whatever's there] and you have to find the mp3 file on your computer. Once you've found it, click open/ok and the song should work. This tends to happen a lot on iTunes if you manually move mp3 files around on your computer so try not to fiddle with it too much.
iTunes is easy once you get the hang of it, it's the only one I'll use.

Oh, and as for last.fm, you need to make an account on the last.fm site, and then log in to the program. Enable scrobbling and then whatever you play on iTunes will scrobble to your profile (but you should've ticked iTunes when you installed it).