Transfer music from hmv to my iphone?

I get 5 free downloads a month with my bank via hmv. So i go on hmvs website and download my tracks and they stay saved on my hmv account. Problem is that apple will not let you download them straight to your device so i'm a bit stuck. Can i download them to itunes on a computer then transfer to my phone? I'm really not very good with this stuff so and help would be greatley appreciated.

If you can download them to your computer and save them you can then copy them into the iTunes library and sync it with your phone.

It will create a shortcut from iTunes library to your computer where it's saved. If you move or delete it from your computer you will loose it from iTunes next time you sync it.

If they are MP3 files, you can import into iTunes and load to your phone.

If they are protected WMA, you can't.