Just Download the Amazon Cloud player and play it from that. I have music I've purchased on Amazon and I play those albums through there. Also, I've found some music to be cheaper on Amazon than iTunes, so I can download/play any newe music on that app and I d on't worry about doing any transferring.
You'll need to download iTunes on your PC. Then import all your music files into iTunes before syncing the music with your iPhone. On import, you'll be prompted to convert anything in WMA format to AAC format (suitable for import into an iDevice). If you encounter problems, you can always import any music from CD's into iTunes and then sync music up with your iDevice. Any .mp3 files will import into iTunes also.
Whatever the case, this is an easy process. If for some reason you have some old or obscure file formats, you could always download an "audio file converter for Windows" (search for a free one) to get them in a format to allow import into iTunes.
About Amazon music (compatible with iTunes but follow instructions):
About Amazon Cloud Player (if you're using that):
Im due to upgrade in march, and Im considerting switching from the EVO 4g to an iPhone. Ive asked this question to Sprint employees in the store, as well as other Sprint users...and every person has a different answer. Basically, when switching to iPhone, what will happen to music ? I know that contacts and pictures will transfer...but Im being told that music is another story. Some say it is NOT possible at all. Other says its possible....but very difficult. My situation is that I have a few hundred songs......some that were burned onto computer from CD's, and then put into phone....others that I purchased from Amazon MP3 store. So basically its music from different sources. All of it is on windows media player.....Im not an iTunes user. so basically.....ive been told i need to upload it into iTunes after i get it.....and then sync to iPhone. i was also told....that some of the music is in the wrong format/file type for iTunes...and it wont work anyways. any help would be appreciated !