As the music in iTunes is encrypted with DRM, you cannot directly put it on any non-Apple MP3 player. The easiest way is:

1. Insert a CD-R or CD-RW disc into your CD-ROM drive.
2. Burn your playlist to make an audio CD.
3. After the audio CD is successfully burned, insert the disc into your CD-ROM drive again. Then you can use iTunes to import the music tracks on the burned disc as MP3 files.

Or you can get some software to help you. I use TuneClone M4P to MP3 Converter to do this. Though not free, it is very well worth a try. It generates a virtual CD drive to help to remove the DRM element without having to waste actual CD's.