If you bought the song on iTunes, it will be a "protected" AAC file, which means it will be encoded (scrambled) to prevent you from being able to share the song with friends. This is called DRM (digital rights management).
You can find software that will convert these AAC files to MP3. I'm in the middle of trying to find one of these myself, so I don't have an opinion yet. you can google "AAC converter" to find some.
If, however, this is music you either ripped from a CD into a standard MP3 file, or it's music you bought from Amazon's MP3 Download, then you can move it right to your Android phone.
To move a MP3 to your phone, you can either use the software provided to you by your phone maker or you can use a third-party application like doubleTwist.
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