You need to go onto Apple Web Site
click here and you will see iTunes available to download. You can download it with a conventional connection but it's quite big and takes a long time. Perhaps you may be lucky & have Broadband.
Having downloaded ITunes you then pick all your favourite CD's and -over a period of time - build up a library - it's quite easy to work with. It downloads to your computer in MP3 format - the whole idea is you then upload these MP3 music tracks to an iPod or similar MP3 player.
You'll enjoy doing it - incidentally iTunes will search the Internet so you have the proper title for the tracks & the latest version has a very good print option - so you have a paper record of all your tracks. Impressive and FREE!!!