How to get songs from audacity to itunes?

I made an edit of loads of songs and I wanna put it on my ipod. How?! i've tried things like "save project as" then dragged it into itunes but it has never come up! and "export as mp3" then it says i need to download this lame thing, so i did. but then it says locate lame? but i can't find it in my files...