The Amazon MP3 Downloader application has a preference to add downloaded purchases to iTunes. But I could never get it to work. Whatever. This script will display the Album folders in your designated "Amazon MP3" downloads folder so you can select which of them to add to iTunes. Optionally, if you allow iTunes to "Copy files to iTunes Music folder when adding to library", you can choose to move the original folder and files out of the "Amazon MP3" download folder and to the Trash. Saves a few keystrokes. (Also see Add from eMusic Downloads Folder.)
Select the Album folders in your "Amazon MP3" downloads folder to add to iTunes.