The AirPort Express works with iTunes for the most part. I also run an application called “Airfoil” from rogue amoeba which will capture audio from just about any application and play it through AirPort Expresses. The one downside to Airfoil is that the synchronization between the computer and the AirPort Expresses has a delay of a couple of seconds. The AirPort Expresses will lag the computer. Other than the lag Airfoil works very well. I have Mac’s and I believe Airfoil is also available for Windows as well but you have to check the site to be certain.
Good luck…