One issue should go first ahead of your question --- is the music you want to transfer from iTunes DRM-protected?
1. If they are non-DRM .mp3 or .m4a, you can either use one-stand free iTunes transfer like DoubleTwist or iTunes Agent which dose good job of transferring iTunes music to HTC Hero; or you can manually frag and drop by following those steps:
Step 1. Plug in your phone via-usb to Windows Computer
Step 2. From the "HTC HERO Phone" pull down drop-menu from the top and select with your finger the menu that says "USB Connected Select to copy files to/from your computer.
Step 3. Select Mount ("on the phone")
Step 4. The Default Windows Removable Disk shows up (on the computer), select open folder to view files. Here you will see the phones & applications file structure.
Step 5. Select the file that says DCIM then 100MEDIA this is location for your music, pictures, and videos.
Step 6. Open up My Computer or Windows Explorer in a seprate window on the computer and copy and paste your files into the 100MEDIA location.
Step 7. Final step, from the phone pull down the drop down menu from the top and select Turn off USB Storage - Turn off - you will see SD Sync.
2. If they are DRM-protectd .m4p music .m4v video files or other protected .wma wmv files, a 3rd party DRM Removal Software
is a must-have tool to strip DRM license and convert format to HTC supported .mp3 audio and .3gp video.
Transferring is as easy as what was stated above.
For detailed info, you can check the following tutorial:How to sync iTunes Amazon music video DVD movie on HTC Hero Touch HD, Pro, Diamod etc