Previous to itunes 8 there was a preference that you could set so that when you were importing music the music was played as it was imported. As of itunes 8, the preference is gone and it no longer plays the music as it imports. The result: you now have to push the play button to get the music to play while it is importing. I don't know about you, but this is way to much to deal with ;)

Luckily you can open up a terminal window and enter this command:

defaults write com.apple.iTunes play-songs-while-importing -bool TRUE

After you run this, you'll need to close iTunes and start it again. Once you do when you are importing music, it'll start playing automatically.