Check out these How To Videos. Look for your version of Windows Media Player (10 or 11). If you are using Windows XP, then you may have Windows Media Player 10 and if you have Windows Vista, then you have Windows Media Player 11.
As for the iTunes songs, they can only be used if they are the DRM Free version of the songs and are in MP3 format. If the songs were purchased for an iPod previously, then they will not work as they are protected files.
