How to transfer purchased songs from iTunes, but?

I have some songs that weren't purchased from iTunes. Like songs I got from soundcloud or illegal download. How to keep them? Because whenever I want to sync purchased songs to iPhone it will delete all songs that weren't purchased from iTunes and I can't transfer them anymore

I don't understand why people rely on automatic updates of their phone by syncing to put new music on their devices. I never do and never have this problem. I set iTunes to allow me to manually manage my music and I just drag an drop the new songs onto my iPod's tab on sidebar (which can be brought up with ctrl s). I never lose old songs putting new ones on. I've used MM on every Apple device I've ever used - including different generations iPod Nano and Touch, iPhone and iPad. Even iPhone 5 w/iOS 7.