I have quite a large collection of music that I bought from iTunes and I found out recently that it won't really work on any players except ipods. I don't own an ipod and so this was really annoying.
Anyway, I found out after some research that it's actually legal to convert your iTunes music to regular MP3 format. Now I can actually use all the music I paid for from iTunes the way I want. I wrote an article about how to do it. The process is similar for music bought at places other than itunes too.

You can check it out here:

Convert iTunes Music to MP3 Format

Hope you guys find this as useful as I did.