You can rebuild the library from the iTunes File menu, selecting Library, Import Playlist. (See links below)
Assuming that the movie has been downloaded from a source other than iTunes and you now wish to add it to the iTunes library you will need to check that the movie is in a format recognised by iTunes.
The download location is set in the preferences of the application you used to download the file. If you can not find the location by looking in the preferences, you can search for a DMG file. iTunes is downloaded as a disk image. The name is iTunes*.dmg where * is the version number of the iTunes you downloaded. If you don't know the version number just search for iTunes or dmg. In the Finder you can find things by pressing the Apple Key and F.
The iTunes software is free and can be downloaded from the Apple website (See links below).
itunes is an apple/mac application. make sure you downloaded the Microsoft version.
That version of iTunes may not be completely compatible with your computer. For example, you may have downloaded the iTunes for the PC when you have a Mac, or vice versa, etc.
iChat can be downloaded directly from the Apple and iTunes websites or app stores. It can also be downloaded from Mac Update and Version Tracker websites.
Normally, your computer will ask you if you want iTunes to be your default player before actually downloading the program. If iTunes is already downloaded, then I can't answer.
Albums bought from iTunes are downloaded from the iTunes store. You can burn the downloaded album on to a disc on your computer.
The latest version, which is 7.5, takes 41.1 MB And it can be downloaded from this location: http://www.apple.com/es/downloads/
iTunes can be downloaded from Apple's iTunes page. (See links below)
An iTunes account will not cause you to get caught with illegally downloaded music.
iTunes 9.2 can be downloaded on an average broadband connection, depending on your connection speed, how busy the site is etc., in around 5 to 15 minutes.