iTunes for Windows is only compatible with the iPod/iPhone range and the iTunes enabled phones from Motorola. You need to check out the manual for your player to see what method it uses to import songs. Most will have their own management software and many just operate as simple USB devices and you can drag tracks from the iTunes Music folder rather than through the iTunes interface. Also remember that many players will not work with AAC (MP4) format at present so if you imported anything from CD into iTunes using the AAC encoder then they will need to be converted to MP3:
How to convert a song to a different format
Alternatively you may be able to get the player working with the aid of a third party helper program. Have a look at this one and see what you think:
iTunes Agent -Windows
Also standard iTunes copy protected songs won't play on other players, only the iTunes Plus purchases can be converted and used on other devices. The only thing you can do with standard songs apart from playing them in iTunes or on an iPod/iPhone is burn them to Audio CD. You can use that CD just like any regular one.