Only the iPod/iPhone range and the iTunes enabled phones from Motorola are compatible with iTunes for Windows and with the standard copy protected songs from the iTunes Music Store. If your phone shows up in Windows Explorer and allows you to drag and drop music files then you should be able to add compatible files directly from your iTunes Music folder.
You can't convert standard iTunes copy protected songs, only the iTunes Plus purchases can be directly converted to another format. Where possible if you need to convert you should go for iTunes Plus tracks (iTunes songs are in AAC format). 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.
You may be able to get your player working with iTunes with the aid of a third party helper program but you still won't be able to load copy protected songs. Have a look at this one and see what you think:
iTunes Agent -Windows