Music purchased from the iTunes Store after January 2009 is free of Digital Rights Management (DRM), which gives you the freedom to convert it to a Windows Media Player format, such as MP3 or WMA. Since Windows Media Player can only convert music that is ripped from a CD, you can convert your iTunes music to WMA by burning it to a CD and ripping it to your Windows Media Player Library.

How to Convert iTunes to the WMA Format - 1