The iTunes store delivers music in 256k AAC format. If these are not compatible with your player you will need to transcode them to mp3. You can do this with iTunes by choosing your import format from Edit > Preferences > General > Import Settings and then right-clicking on the tracks and using Create <import format> version. iTunes won't transfer media to anything but Apple devices, however you should be able to drag and drop them with Windows Explorer.
BTW You may find Amazon's online music store better if you need to stick with mp3.
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