using iTunes for playing music

I dont understand whenever i play a song in iTunes it copies the same song to a different location, so for every song i have played goes inside this directory
/Users/my_username/Music/iTunes/iTunes Media/Music

while i have copied all songs at the location..

what i want the songs getting played should stay in there previous location...

Give this a try. It should stop iTunes copying files to the Media folder. Launch iTunes and open Preferences. When that opens go to the Advanced tab Uncheck Copy Files to Media folder