Can't move tracks directly from iTunes. Why?

Greetings, When I attempt to drop and drag music from iTunes to a usb I get a red circle with a slash line indicating "cannot or not allowed". Some tracks can do but most just won't let me. Does anyone know why or what settings to change to allow me to transfer? Thanks. Transfering directly from the folder does not work since they are in different folders and it takes a lot of time to do so since I want to transfer several files.