Can I Use ITunes on Other MP3 Players Besides iPod??

Hi! I'm really new to this so forgive me if I sound stupid, but I got an iPod for Christmas and my hubby got an Ilo MP3 Player. All of our music was purchased from ITunes, and I can't get the music from ITunes to go to the Windows Media Player in order to put it on his MP3 Player. Is there any way to do this besides put the music on a CD and then put it into Windows Media Player? Or will that even work?? I'm really confused. Any help is appreciated. Thanks!