Sorry this is kinda late, but i thought i'd put my two sense in.
If you downloaded the song off itunes you won't be able to import it into wmm. Some versions of windows actually comes with an audio converter. I run on a Windows XP media home edition(after finding out that vista sucks) and mine comes with the converter. It doesn't do a whole lot of file types, but it does the basic popular ones. I'm not sure right now but i think it's wmv,mp3, and two other kinds. You can also download an audio converter at www.download.com
. If you type in "audio converter" you should find a solid program that you can use at least even if it's for 30 days. Hope th at helps!