How do you download music from a Windows XP to

You can store everything iTunes needs on an external HD. In fact that is exactly what I did. It is very simple to do on Mac. All you need to do is to make an alias for the external HD, rename it to iTunes, copy everything from your old iTunds folder (which is inside the Music folder) to the external HD, delete the old iTunes folder, and drag the alias into the Music folder.

From now on, iTunes will treat the external HD like the old iTunes folder and store and read everything there.

You can simply connect the external HD to a Mac. Mac can read NTFS disk and read/write FAT32 disk. You than open iTunes, do File->Add to Library, and select whatever WAV files you would like to add from the external HD.

"Add to Library" will copy WAV files into iTunes library unchanged. You can than convert the WAV files to AIFF or any other format iTunes supports inside iTunes.

Another way to do this is to use a free program call Max running on OS/X. Max can convert almost any audio format to any other audio format and insert them directly into iTunes library. I use it to convert FLAC file to Apple Lossless. It works very well.

Max can be found here:
http://www.versiontracker.com/dyn/moreinfo/macosx/28353

Puerto, that means Mac can at least read your Windows formated external HD so that you can just connect the HD to Mac. You don't need to take any extra step to transfer files between Windows and Mac.

Actually the steps will be bring the WAV files from Cavalry into iTunes by means of iTunes' "Add to Library..." menu, convert WAV files to AIFF inside iTunes, and finally delete the WAV files from iTunes.

WAV file is not capable of storing artwork. Your friend will have to keep the artwork in separate graphic file like jpg. You will have to add the artwork manually following the steps in the other post.

Drobo has nothing to do with the internal memory of iMac. iTunes always pulls music from your hard drive and only uses as much internal memory as needed for it to run.