"How do i PURCHASE downlaod music into Window media Player (xp)-"

Point of fact: iTunes is not the place to shop for music if you don't have an iPod.  There are dozens of other sites on the Internet where you can purchase music for download.  If you open Windows Media Player, you'll see a button to the far right.  In the picture below, it's just above and to the left of the arrow. Clicking it opens a menu of online stores that are available in the version of Windows Media Player you have.  You can purchase music in MP3 or WMA format from any of those:



At the bottom of the menu is an option to Browse all Online Stores.  You should be able to find whatever kind of programming you like by clicking on a link that's available on this menu.  You can purchase and download the music into Windows Media player, then follow your phone's instructions to transfer the files.

All you have to do to access them is click the tab to the left of the "sync" tab in Windows Media Player 11. Or the icon next to the "radio" tab in WMP 10. Either will take you to the default store. If you want to choose from among all the stores, click the arrow associated with the tab/icon and click "browse all online stores." If you can't see the right icon/tab, make the media player window wider. Oh, and you need to be in "full mode" under the "view" menu to be able to do all of this.

You can also transfer any song on your computer to the phone without using a media player. Whether it plays the song depends on if the JUKE supports the format (i.e. it's in MP3, AAC/AAC+, or WMA/WMA Pro, which are the formats the JUKE supports) and if the file doesn't have DRM (digital right management) protection on it.

All you need to do is go to your My Computer folder and you'll see the the phone listed as a removable drive. Open it and look for the "music" folder. Once you've found that, you can drag and drop audio files (in the right format, of course) into there and your phone will be able to play them.

You can also use iTunes to convert songs you've already bought into other formats, but it only works with unprotected songs. First click the "Edit" menu and select "Preferences." Click the "Advanced" button on the Preferences window that opens. Click the "Importing" button at the top of the Advanced window. Select the file format you want from the "Import Using" pop-up menu (use AAC or MP3) and click OK to save the settings. Now select the songs you want to convert from your library and select one of the "Convert To..." options from the "Advanced" menu.
http://docs.info.apple.com/article.html?artnum=93123

What you need is a music store that uses Microsoft PlaysForSure DRM such as Napster or Real Rhapsody. Both offer unlimited all-you-can-listen pricing for about $15/month, or match iTunes pricing at 99 cents a song.