Okay, I think you have some terminology issues that are contributing to your problems....
MP3 is a *SPECIFIC* music file format. It refers to the MPEG-1 Audio Layer 3 format. It does not refer to all digital music files. It is *NOT* the default format which iTunes uses. iTunes uses an MPEG-4 format called Advanced Audio Coding (AAC) by default.
MP3 files DO NOT support DRM. No MP3 files are "protected." AAC files do support DRM and may be protected...
So. If you have music that you purchased from the iTunes store (protected files with DRM using the AAC format), then you *can not* get them onto this player in any straightforward manner. The only thing you can maybe do is burn an audio CD of them, and then re-rip them.
If you have music that you ripped from CDs, then you can probably get it on this player. But, your player probably does not play AAC files. This is probably where you are having trouble.
If the latter is the case, then this is what you should do. In the iTunes preferences, there is a recording / ripping tab. In that tab there are options for the default file format. Make the default file format MP3.
Now, if you select a song in iTunes, in the Advanced menu, there will be an option to convert the song to MP3. If you select that option and convert the song, the converted version (MP3) will probably play on your player.
Does that make sense?