Q: How can I export music that I have stored in iTunes in a format that I can then introduce into a Final Cut Express video edit?

Assuming you have permission to use the music and that it isn't protected by digital rights management, set iTunes preferences to convert on import to AIF, 48khz, 16 bit then convert in iTUnes. Or you can convert using QuickTime Pro.

-DH

David's answer should get you going. From my experience in FCE and everything I've read, .AIFF is the best format for music. Good luck with your production.