I have been asked repeatedly how to put music that was purchased in iTunes into another music device other than an ipod such as a Zen, Zune, Sansa etc. The process is pretty Simple.
First, burn the music in iTunes onto an audio CD. Make a playlist if necessary, then click the burn CD button at the bottom of iTunes.
Second, open up the software that you wish to use to sync with your non-ipod device like Windows Media player.
Third, rip the music you just burned into the new players software.
You will now notice that you can sync the music on that was on the CD freely with the device you want. The type of file, mp3, ogg, etc. is up to you.