How do I get a song from my computer to play when I turn on the computer?

I have Windows. I have some songs in itunes that I have ripped from discs. I want for one of them to play when I turn on the computer. I have gone to start, sounds, and I get to the point whre I can change the music, but it has this long list of stuff I can choose from and they are all files that have this little picture with a blue music note that says WAV under it. How do I make my itunes song one of these files so I can have it played when I turn on my computer?