I own now and have owned several SanDisk MP3 players over the years and have never had any problems importing Apple's song you have purchased, Indeed, I use Rhapsody, a music rental service, and this proprietary service will actually sync all your itunes library songs to the San Disk for you automatically. Whatever some people say are the drawbacks of SanDisk, I cannot justify owning an iPod Touch for many times the price primarily to play songs, when SanDisk will do that just as well as long as the song's format is compatible (WMA, MP3, Flac, etc.). I've never had any problems with this for Apple, and I buy and load songs from iTunes frequently.
My sister has an ipod Nano and has her playlist listed on itunes. I just bought the Sandisk MP3 player and I wonder if I can use the files she has for my player too. Do I have to convert the format or will it just download onto my Sandisk? I don't have it yet so I haven't been able to experiment...IT should be here by next week!