moving music from i-Tunes to audacity

I want to pull a song from my i-tunes library to audacity. I used to do get my i-Tunes into audacity by using a cable from my input to my output on my computer. My new computer only has an output port, so my old method no longer works. I get an audacity window telling me to convert the song to WAV so I can import the song into audacity. But I can’t find any way to do this. HELP!!! Or, how else can I get the i-Tunes song into audacity.
THANKS!!!

If they’re protected songs, you can make iTunes create and burn a music CD and then make Windows Media rip the CD back into songs.

Or you can get your computer to record internal sound. You still have to play the music in real time, but it eliminates the CD step. Protected songs will not just copy out of iTunes, but unprotected ones will.

http://manual.audacityteam.org/o/man/tutorial_recording_audio_playing_on_the_computer.html

Koz