Aethyr, connect to a library in iTunes, then switch to Aethyr and download some songs.
Library sharing in iTunes acts like a local-area network radio: you can stream music from computer to computer (from Mac to Windows!), but downloading is disabled. Aethyr removes that limitation, providing an easy way to move music between computers. According to Lifehacker, you haven't been able to do this since iTunes 7, so Aethyr fills a pretty large void.
It sounds like Aethyr has a few bugs, so you might want to check the FAQ if you experience any issues.
Download Aethyr for Windows