You don't need to jump through hoops by burning CDs or downloading Rhapsody. Just use Windows Media Player and import them. First change iTune's proprietary format to MP3s.
In iTunes:
To convert a song's file format:
Choose Edit > Preferences, click General, and then click Import Settings.
In the Import Using pop-up menu, choose the format you want to convert the song to, and then click OK to save the settings.
Select one or more songs in your library and choose Advanced > Create [Format] Version.
In Windows Media Player, select Add to Library from your music library menu.