If your iTunes library music is not MP3 (most of mine are AAC), you can convert tracks, though setting it up is slightly convoluted. I'm on 9.2.1 as well.
Launch iTunes, go into Prefs/General/Import settings (next to "When you insert a CD")/Import using... use the dropdown menu to choose MP3. Go back to the main iTunes window, highlight a song and go up to Advanced in the top menu. The dropdown will now give the option to "Create MP3 Version".
If you have the main window set to Names it will create the new version above or below the original. Conversion will take a few moments and will show as greyed out while creating it. When the chimes tell you it's ready you can drag the file on to your Desktop (it will actually create a new copy) or into a folder.
After that, it's back to Kris's advice. I'd tend to agree that if you can connect by USB the player should show up on the desktop. Goodmans probably just don't want to provide phone support for Mac users
HTH