How can I download music I purchased from iTunes?

The music you purchased from iTunes is not actually downloaded. Instead, they are just cache. If you want to fully make use of the songs, you should firstly remove the DRM. Here i recommend you 3 different DRM removal software tool fyi.

Try the following program first, on the following link, if that fails to work for you, then try the second option I have provided. Let me know how this works out and if you need anything else.
http://www.apple.com/downloads/macosx/ipod_itunes/sansadevicesyncwithitunes.html
2. Basically, when you buy music from iTunes, it comes with a copyright protection called DRM. These DRM-protected songs are locked so that they only work with Apple MP3 players. That means that if you bought a Microsoft Zune, you cannot use iTunes music.

So, what is the solution? You have to burn a CD. When you do this, the DRM is removed (because the music is converted to a non-DRM-compatible media). After you burn the CD, you can rip it to your PC as an MP3 file which no longer has DRM.

Alternatively, you can use TuneClone ( http://www.tuneclone.com/ ). TuneClone makes a virtual CD-ROM drive, tricking your PC into believing that you are burning a CD. Therefore, the DRM is removed without wasting a CD.

Here is a link to a tutorial using TuneClone and iTunes 8:
http://itunesm4ptomp3.wordpress.com/2008...

Benjamin