Help with tranferring itunes songs to windows media player?

I have a bunch of music videos in my itunes library, but for some reason, I cant get them to burn on a dvd. I figured that I might be able to do this if they were transferred to Windows Media Player, but for the life of me, I cant figure out how to do it. I am a little computer illiterate, so be nice, people. :) I can figure out basic stuff, just not the stuff that I have to dig into.....unless its right in front of me.