Need help with m4p from iTunes

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Last night I downloaded songs from American Idol. They play great on my computer but I can't get them to my mp3 player. It is because they are m4p files. Tried to doing what iTunes suggested with their conversion but it won't work. Those sneaky rascals. LOL Does anyone know of a software that is free? Or will be burning it to a CD then ripping to my mp3 work? Thanks!!!!