I had the same issue when I got my first Mac. I had called Apple, and the solution was as follows:
First, if you have a flash drive (or a card reader and an SD or other form of memory card), then plug it into your PC. Go into your "My Music" folder, and highlight all the folders (just delete the folder named "iTunes" or "iTunes music", to avoid duplicates when you make the transfer). Copy these folders to the flash drive or card reader. If an icon does not appear on the desktop, then go into "My computer" and look for "Removable Device", "E Drive" or "D drive". Open this, and paste. If the folders are too much, for example a 2GB flash drive and a 3 GB music library, take a smaller portion of the folders, and paste them to the removable device. Then eject the drive, and unplug from PC and insert it into your Macbook. The icon for the removable drive should appear on the desktop. Then, you will open the drive and copy the contents into your Music folder (you will find it in Finder, just open the icon all the way to the left with the two faces). It will automatically put it into your iTunes library. Then, if necessary, go back and repeat the copy paste (remember where you left off) process, until you have all the music. Hope my post helped.