Assuming it's in .aac format (easy to check by looking at the file extension) https://www.google.com/search?q=convert+aac+to+mp3 should help you find a converter program.
But if your player supports aac it's not even necessary. Did you look at the specs?
I downloaded my first album from itunes (I do not have an Apple computer or iphone etc) and that is fine, except that I do not listen to music on my computer. The point was to transfer it to my MP3 player. How do I convert it to MP3?