More than likely your media is copyright protected (one of my biggest beefs with iTunes). Only the iTunes+ songs are 'free' to be downloaded. I gave up on iAnything a lot time ago but from my recollection this is prolly your problem. Need to burn the media to a disk and then rip into your PC as an mp3 or get a DRM stripping software. Warning this is illegal LMAO.
There are programs out there that can strip the DRM from the audio file without having to burn it to a CD and rip it back to your computer. I won't name them because as Morganizer said, it's illegal. I'm sure they are easy enough to find if you tune into the right bite.