I'm not really sure what Ethel is talking about (no disrespect intended).
If your music is on Media player in mp3 or wma format (it likely is), then just open iTunes and click file->add folder to library, choose the folder with your music in it, and press OK. It'll import all your music for you.
If however your music is in protected wma format (such as if you bought it from Napster or similar), then no you can't import it like that. But that's nothing to do with Apple, that's due to Microsoft's DRM.