!. Open iTunes
2. Go to Preferences from the iTunes menu
3. Navigate to the Advanced Tab, (at the end of the top tabs)
4. Deselect the check-box where it says "Copy files to iTunes Media folder when adding to library.
IF YOU ARE PLAYING MUSIC FROM A CD:
The first list of instructions should do it, if not try this also:
1. Go back to the Preferences pane
2. Under the General Tab, Find where it says "When you insert a CD:
3. Make sure it says Ask to Import CD in the drop-down bar.
THAT SHOULD DO IT