Oh, you choosed a right software to copy itunes music to PC, the music is protected by DRM Protection , if don't remove the drm protection just burn the musics to dvd, no palyer can play them.
So, you need to use Daniusoft Media converter to conert the itunes music to PC files, and make sure can show the musics on other Player. then burn the music to a dvd.
Must two step!
First : Use Daniusoft Media Converter Pro software to remove the drm protection http://www.dvdvideosoftware.org/daniusoftmediaconverterpro.html
Second: Burn the music on DVD use Xilisoft DVD Creator software. http://www.dvdvideosoftware.org/xilisoftdvdcreator6.html
More choose and guide: http://www.dvdvideosoftware.org/DVDConverter.html


