for an Unprotected .m4a itunes will convert it for you, here's how:
hover over "edit" in the top-left
click "preferences"
in preferencess, click the tab "advanced"
in advanced click the tab "importing"
then in "inport using" choose "MP3 encoder"
hit OK in preferences
right-click on your song
click create MP3 version
it will convert, and now, in the itunes music folder, it is an MP3 that can be played in widows media player.
CON: horrible quality (stupid itunes)
PRO: no downloading, no chance for trojans!
cheers!