iMovie does not copy audio into the project?

This is a bummer. I've been working 3 days to add various audio to a silent movie. I was really pleased with the result.

I disconnected the Macbook to take it to show my work to my family, and ran a test show. All the audio I had included from iTunes was gone. My iTunes library resides on a different disk volume. I had assumed that iMovie would make copies of the audio used in the project. This goes to show, assumption is the mother of all f&&&-ups.

It now looks as if I have to create the audio track from scratch. It also probably means I have to go into iTunes, and use "Show in finder" to copy the tracks I use to the volume where iMovie stpres the projects and events.

I'm disappointed. This all appears very awkward. Not to mention 3 days of work down the drain. Am I overlooking something here?

Thanks for any pointers.