How can I transfer purchased items onto my itunes library?

I pressed 'transfer purchases' from the 'devises' area, but itunes stated that I can't transfer some of my items to the itunes library because I am not authorised for them on this computer. Then it was written underneath, "to authorise this computer for items purchased from the itunes store, choose Store %26gt; Authorise this computer." With this limited info, I don't know how I am supposed to do this. Can anyone please clarify this so that it is easier to understand?How can I transfer purchased items onto my itunes library?
You can do automatically by going to purchases on iTunes.