The music, video you download from iTunes is drm protected. in order to play it on non-apple mp3/mp4 players, you need to remove the drm and convert the protected music to other audio /video format. the easiest way is to burn an audio cd in itunes and rip it back as mp3 format. Or you can get DRM Removal Software to help you.
It’s not only DRM removal, but also media converter!