Hello there number9scores and welcome to Bleeping Computer. 
Been awhile since I fussed with any iTunes tracks but the first thing you need to look at is are the tracks that you downloaded from iTunes in the old AAC format or are they actual MP3s?
Your beloved Sony NW-HD5 will play MP3s but won't play the AAC files that Apple used to use. I think Apple did away with the default AAC files/tracks a few years ago, after enough people complained.
If you've been downloading for a long time and you've still got some old AAC files/songs, you can, using iTunes, convert all of those AAC files to MP3 files, which I strongly suggest, since MP3s can be played on almost any device.
If you haven't done this conversion before - and it's easy - you'll find some easy directions here. Scroll down to the 2nd section (To convert a song's file format) and follow those directions.
Please note, once this is completed - as I recall - you may now have 2 versions of the song, one as an ACC file and the other as a MP3.
Hope that helps.
Winterland