All iTunes purchases since April 2009 have been iTunes Plus format and are unprotected (the filename will have the extension .m4a). Older tunes MAY be protected (filename extension.m4p). Steves suggestion will work for both types, but for unprotected files you can use iTunes itself to convert them (use .wav for best compatibility) - http://support.apple.com/kb/ht1550.
[EDIT] And any music you put into iTunes from your own CD collection will be unprotected and can be converted to .wav by iTunes as per the linked article.
Cheers,
--
Neale
Insanity is hereditary, you get it from your children
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