Help for a beginner please -using iTunes

Using iTunes for the first time, I buy and download an item. It`s a piece of music that lasts 55 mins.OK.The stuff comes down the line, and I can make it play on my scratchy screen-speakers.
I then try to copy it to a DVD with my DVD writer. I`m warned it may take up to an hour. No indication of progress is given. After a few minutes there`s a xylophone-bong. Maybe it means the process failed. Maybe succeeded. I don`t know. No indication of either.The disc won`t play so I suppose I failed.
A make a second try, on to a CD. This time no Burn - button appears on the screen, so I`m stuck straight away. Is Apple stopping me making a second copy, so I have to spend another ten quid downloading the thing again ? A pretty severe penalty for a mistake !
Can anyone put me right, and maybe direct me to an elementary tutorial ?
Eigenblog
HP T3640 desktop   Windows XP  

Making a DVD only creates a backup copy of a track. It does not create a disk that can be played in any other player. If you want to create a disk that can be played in other players, you need to burn an audio CD, so check your iTunes -> Advanced -> Burning preference and make sure it's set to Audio CD. Then you need to put the track into a playlist. It can be the only track in the playlist, but it must be in a playlist before it will burn.
For more information, this tutorial may help:
iTunes: Burn Your Music To CD
Hope this helps.

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