I have finally found an answer!
I have tried all kinds of things to get a song from iTunes or from Wal-Mart to a point where I can convert it to an mp3. Hymn or iOpener worked until iTunes went to a different version, and my assumption is that will be an onoing cycle.
Most of us probably have something like
Easy CD Creator. I used 1 (one) CD and used options to turn off "Finalize". I then burned a Wal-Mart song to the CD, then removed and reinserted the unfinalized CD. The song appeared, and I had the option to convert it to WAV from the special WMA that Wal-Mart creates. Once I had done that, I could use an mp3 converter like AudioDeluxe to convert it to an mp3.
I will keep using that one CD over and over again until it's full, but at least I won't be constantly wasting blank CD's.