Simple itunes question

so i’m kinda of a late bloomer here but i got an ipod shuffle. I LOVE IT! anywayz i bought “summer romance” by Incubus from the itunes store. Whats the point in buying the song if i can’t even put it on my ipod? i right clicked to convert to AAC(cuz its an mp4?!), and it says its protected. so its just sitting there in my itunes library. wtf? i’m i doing wrong. argggghhhh.:hitman2: