Last two posts above me aren't strictly true, e.g. @ PrinceGaz, iTunes doesn't sell mp3s, it sells AAC/mp4 files as mentioned above.
@ Gemma, all wma files aren't protected but the ones bought from online stores are likely to be. iTunes music are now mostly (if not all) DRM-free and now play on any mp3 player that supports AAC/mp4 formats.
Purists will tell you that other formats like AAC are better quality than mp3s but I'm like you, I only buy my music in mp3 format.