If you download music through Amazon, then just connect your phone to your computer. When your SD card mounts, (make sure your phone is set for disk drive and not usb charge only) find the amazon folder on your sd card and all your purchased music from amazon should be there. Then just copy the files onto your desktop, itunes folder or wherever. When you play them on your computer, they will be pulled into itunes for you.
I recomend double twist. Once the files are in itunes, and you have double twist on you phone AND computer, you can then transfer music through double twist and your phone just as easy as itunes and an ipod.
I don't hate itunes as much as everyone else around here, but I do hate that APPLE restricts it to ONLY sync with ipods, iphones, and ipads. I understand those are their products, there are many other music players and phones and such out there, that they still make a profit off of music sales. I have an ipod, but I use my phone too, and I would like to take the music I BUY, and put it on whatever I like. THAT is my grip with itunes.
I do hate that I have to transfer from my phone to computer, then back to phone for amazon mp3's. I'm not sure as to why double twist can integrate the music already on the phone into it's playlists. Also, I use youmail visual voicemail service (free compared to VZW) and if I don't delete the voicemails, they will play in the playlist. Weird how double twist will pull from youmail, but not amazon.