Question: I have successfully downloaded the lessons and acquired the license key onto my PC, and they play fine in Windows media player - how can I transfer the lessons to my Mac/iPod/iPhone or other portable device or smartphone?

 Burn Audio CD's(not data cd's) from Windows Media Player. Then  import("rip") those audio CD's back into iTunes(or any other software that can "rip", or import audio cd's). Once in iTunes, you can sync to your iPod or iPhone, whether on a Mac or PC. You can also "rip" the audio cd's back into Windows media player in MP3 format and transfer to any other portable device or smartphone.