I downloaded songs onto my mp3 but they wont play

Here is the info from Sony:
Is it possible to drag and drop music from the Apple® iTunes® software to the portable player using the Content Transfer Application? Solution
Yes, if you have iTunes software installed, you can transfer music and playlists from iTunes software to the Walkman® player by dragging and then dropping the files to the Content Transfer application.
NOTES:

• The Content Transfer application supports data transfer from iTunes software 7.6 or 7.7 to the Walkman player.
• The Content Transfer application supports data transfer from iTunes software 8.0. However, for playlist transfer from iTunes software 8.0 to the Walkman player, make sure you are using the latest version of the Content Transfer application. The latest version can be downloaded from the Sony Support Web Site at http://esupport.sony.com
• Digital Rights Management (DRM) copyright-protected files are not supported. iTunes music files may be able to be upgraded to iTunes Plus music files, which do not contain DRM.
• Do not disconnect the USB connection during data transfer.
• If there is insufficient free space on the portable player, the data cannot be transferred.
• The Content Transfer application is included with most newer Walkman Video players. It also is available for additional models in the NWZ-A, NWZ-E, and NWZ-S series. Some models may require an update to be compatible. Additional model-specific information can be found in the Drivers & Software section of the Sony Support Web Site at http://esupport.sony.com.