You have to use iTunes, but you can download free online or use the CD that comes with the player. It's incredibly easy to download songs - click on the music store in iTunes, browse to the find song or CD you want and click a little button to buy. Also, if you have any CDs, you can rip those right into iTunes rather than rebuy. I'm not too familiar with the Real products, is this the monthly membership one? If so, those won't work since you're essentially "renting" the song and once you cancel you no longer have access to the songs. If you actually download the files (paid for them individually) you can convert those for iTunes.
There is a way to get around the "rented" music, but it can get a little complicated. I use Roxio which has a sound editor feature. I have it set up so that anything that is playing on my computer, it's recording (I've bootlegged a few songs that were only available as streaming this way *shhh* LOL)