What type of files are these? Are they all MP3? Are they stored on the same device as the other files or in another location? What happens if you drag the files from Windows Explorer into the iTunes windows? Need a little bit more info in order to diagnose the problem.
It appears that you are trying to add to the Playlist. Switch to Music Library, drag the track(s) to that window, and see if the track(s) will add to the main list.