How to authorize a new computer to your iTunes account?

I'm not for sure if the question made since, but I switched to a different phone then got an iPhone again. Now I'm trying to get all the songs I purchased on my first iPhone. The message it gave me said "Your computer is not authorized." Well now I need to know how to authorize it.

First plug in your usb of iphone then open the itunes and add song to itunes and then syncronise

There should be a link for that in one of the iTunes menus. Can't recall which one right now.