iTunes and iPhone issue

Hi all- just wondering if any of you have/had this issue; I have a MacBook Pro thats fairly new and whenever I connect my iPhone 4 to iTunes, i don't have the ability to check/un-check songs that I'd like to have in my phone's music app (they're greyed out where i should be able to manage them). However, on many forums that I've checked out, they all say to "Manually Manage" the songs in iTunes. When I clicked on "Manually Manage Songs" It says that my phone will erase all my songs from my music app and replace them with the ones in my iTunes library, thats where my issue lies. The problem is that most of my songs from my phone aren't downloaded into my general iTunes library. So my question, I guess, is how do you transfer over these music files from my iPhone's library to my regular iTunes library so I can FINALLY manually manage my songs? Please Help! Many thanks in advance!

WHY aren't "most of" your songs not already in iTunes? Where did they come from if not from iTunes?