Yes. I use iTunes (free) It is really designed for an iPOd but would do the conversion well. There are other programmes - what Operating system do you have? (Xp, W7 etc). Others may tell you about Windows Media Player etc.
Transferring is easy. Click Start > My Computer > explorer menu click Tools > Folder Options then click the “View” tab. Make sure 'Show hidden files and folders' is selected. Find iTunes folder > Music folder, then make a copy of the music you want to transfer. Connect your non-iPod playr to computer via USB cable, it will show as a HDD icon, open it, drag-and-drop the copy files to right folder, then you save and play iTunes music on your non-iPod mp3 player.