Are you just trying to play directly to the Sonos from iTunes? I dont think the system works like that. My understanding is that you need the Sonos Software to interface with your iTunes Library and play to the speakers from that.
Do you have the Sonos Desktop software? My understanding is that its pretty much it just works. You might try their support site. Specifically here.
Note I do not have a Sonos system but have always wanted one...