How do I add a file to my library on iTunes?

I always go t iTunes and click flie then go to add file to library. I find the video I want to add, click on it, and nothing happens. The only video I was able to add to iTunes was the ok go music video. I did a lot of trying to open the file using iTunes, coping, and dragging and dropping. I don't remember how I got it to show up in my movie library, but when I got iTunes to play it, it showed up there. All I had to do was convert it to a mpg4 format and sync it to my Video iPod, but it has no sound. Help!How do I add a file to my library on iTunes?
for movie files, it has to either be .mov or .mp4 file. .mpeg files dont work with itunes. i think theres programs you can download, but i dont know of one