Apple use a file type (AAC) which is copyrighted and can only be used with their software and hardware. Unfortunately, it can't be converted either. Last time I checked there were no converters available plus it's illegal to do so. The way I got around it was to get a audio editor and basically you can record the song into mp3 format using your sound card whilst you listen to it in real time. It was a pain in the backside though.
JoeN -iTunes will alow mp3 import and export- so technically you could get these onto another player or mobile.
AAC files can be burned to CD as audio and imported again as mp3....