Yea DRM (digital rights management) is a p1ss-poor attempt at copy-protecting music files.
If you've got loads of DRM'ed files then you won't be able to copy them all around the gaff.
As for your question about iTunes, I assume you mean copying your library file (ie list of titles/tracks & associated filenames) to WMP from iTunes?
Not sure this can be done, as Apple & MS kind of hate each other.
If all you want to do is listen in WMP, then register all the music file extensions (MP3, WMA etc) to Media Player instead of iTunes. then when you doubleclick one, it'll launch in WMP. A new library list will build up as you play files.
Personally, I'd choose iTunes over WMP every day of the week (I'm not sure WMP supports all the formats iTunes does). The crappy startup speed of iTunes with a big tracklist p1sses me off tho, so I tend to listen using Winamp.