How do I transfer music purchased from iTunes, to an MP3 player.

I have purchased songs from iTunes for use on my computer (Windows 7) and iPad Mini. I am using iCloud to transfer iTunes music between the two devices. I have recently purchased a Hipstreet MP3 player for use in my car, but I am unable to add any purchased music to this device. I understand that iCloud doesn't work with the MP3 player; however, I do have a cable attachment.

The product instructions advise me to change the import settings to MP3 Encoder. I have done this. The next step I am advised to do is to select Advanced from the iTunes menus, and within that window, select Create MP3 Version and click on it. There is no such choice within the Advanced Tab in my version of iTunes, and I have been unable to find any similar choice anywhere else within iTunes. I am stuck. Can anyone help?