iTunes help request

Okay, so. Before I go and actually buy* things on iTunes.

Is there a way for me to get these things disentangled from the program so they will not spontaneously delete, should I choose to remove the program when I've finished purchasing (which I probably will)?

If so, is there a way that does not involve using Mac hardware, or burning a CD -through- iTunes (as it says I need to reinstall if I want to do the latter)?

People who know more than I do, plz to be helping me out. I'll reinstall and burn if I have to, but I sure as hell don't want to have to, so if there's another way, I'd very much like to know ♥


* Yay, gift certificates from last Christmas! \o/ I have finally found something to spend you on!

Edit: Okay, wait. I think I've got it now. I'll see in a few minutes, I guess, but I'm reasonably sure I've got it.