The music files you purchased from online music stores like iTunes, Yahoo! Music or Wal-Mart are under DRM protection. You cannot play them on your own mobile devices other than iPod and iPhone. You cannot convert the DRM protected music files to MP3 or WMA directly with iTunes media player, either. However you can burn the protected music files to CD-R or CD-RW disc to make an audio CD and then use some CD ripper software to convert the audio CD track back to MP3, WAV, WMA, etc. And iTunes allows you to burn the protected music files to CD-R or CD-RW disc to make a standard audio CD. If you have only a few music files, you can use the method below:

1. Insert a CD-R or CD-RW disc into your CD-ROM drive. You'd better use CD-RW disc as it can be used for more than once.
2. Burn your playlist to make an audio CD. You cannot select the MP3 CD option since it requires the protected music files be converted to unprotected MP3 files.
3. After the audio CD is successfully burned, insert the disc into your CD-ROM drive again. Then you can use iTunes to import the music tracks on the burned disc to MP3 files.
4. Copy the MP3 files to media players such as cell phone, Zune, BlackBerry, PSP, Creative Zen, etc. and enjoy them.

These four steps seem very simple, however, it is a time consuming process if you have a library of music files ready to be converted. Moreover, the information of the music files like title, artist and album will be lost after burning and ripping back to MP3 files.

TuneClone is the software you are looking for if you have a big collection of iTunes music files to be converted. It automatically generates a virtual CD burner and simulates the burning and ripping process. All you need to do is install TuneClone and then burn your playlist to TuneClone virtual CD burner. And TuneClone will directly convert the music files to MP3 for you. It is very fast and all the artist, album and title information will be preserved perfectly.

1. Download TuneClone and install it.

It is fully compatible with Windows XP and Vista. A virtual CD Burner will be installed. This virtual CD-RW will be used to convert music files.

2. Set the default CD Burner to TuneClon CD-RW at iTunes.

Click menu Edit, select menu item Preferences..., and then select Advanced Tab.

In order to keep the artist and title information of the music, the Include CD Text option should be checked.

3. Create a playlist, and then add the files you want to convert into the playlist.

4. Click Burn Disc button at the bottom right of the main screen of iTunes.

While the burning gets started, TuneClone will automatically convert the music file to MP3, WMA or WAV. You can open the manager screen to show all the converted music files.

The most important step is to choose the cd burner. Then the software can convert the music files automatically. It is exceedingly easy when you want to batch convert lots of files.

And just in case anyone is wondering, you have to buy TuneClone. You can get a trial version, but it only converts up to 3 minutes of a song.
Other than that, it's a good program.

Also terry007, thanks for the advice on converting iTunes music manually. Really good advice & instructions.

Use Audacity
Free program and its really good
Just open your song and export it as an MP3 file
Good luck

I still prefer TuneClone. It is very professional, powerful yet easy to use. It can help to remove the DRM protection mechanism and convert both protected and unprotected music files with rather high quality and very fast speed by automatically generating a virtual CD burner.