Take one particular album or a small group of songs first, to test the conversion process. Once you have a playable track in Windows Media Player, then you can send it to the Sansa.
WiMP 10 / 11 will display the requisite ID3 tag data as well, in the Advanced Tag Editor (right click on a track when WiMP is open).
Remember, the Sansa navigates through your music using the embedded ID3 tags in the MP3 or WMA files. They will all be listed under “unknown”, or you won’t be able to find them, on the Sansa. For now, first see that you have a valid mp3 conversion from the Apple iTunes files, by playing it in WiMP.
Once that’s done, you can repair all of those goofy ID3 tags using a free application, MP3Tag. Baby steps, right? MP3Tag is very powerful, and it will repair all of your newly imported library.
The trick is to learn the ropes with a few tracks before doing “the whole enchilada”.
Welcome to the world of Sansa! Oh yes, and freedom from the limitations of iTunes.