As the music in iTunes is encrypted with DRM, you cannot directly put it on any non-Apple MP3 player. The easiest way is to burn the music to an audio CD and then rip it back to Windows Media Player or a similar program as an MP3. Or you can get some software to help you. I use TuneClone to do this. Though not free, it is very well worth a try.
Below is its step by step tutorial about how to get iTunes music converted to MP3:
How to convert iTunes 8 M4P(protected AAC) to MP3?