For many years, I subscribed to Musicmatch Jukebox. Sometimes, I would buy songs through them. Last year, I finally ditched them in favor of Yahoo Jukebox. Yahoo's unlimited music service had the option of downloading "licensed" songs to my mp3 player. As long as I was a subscriber to the service, I could download anything in their catalog to my portable player.
Sometimes, I liked a song enough that I wanted to add it my personal ('permanent') collection. These are songs that I wanted to be able to burn to CD, and have access to beyond my relationship with Yahoo (or MusicMatch). Apparently, I was only half right in my assumptions. Songs purchased from either service have been in WMA format and subject to DRM licensing. This means that anytime that I want to do anything with these songs on my computer (like load them to a portable player or burn them to CD), that the DRM will attempt to contact the 'mother ship' to make sure that I have the rights to do so.
Um ... annoying.
The only way around this is the following scheme that I've concocted. First, once you have a reached a reasonable threshold of purchases (10-25, depending on length of the tracks), burn your most recent purchases to CD for 'archival' purposes. Once the songs are playable on any CD player, put the CD back in your computer and MP3 rip the songs (labeling the tracks yourself, since the CD will not be in any CD database on the Internet, in theory). Then, you have an MP3 digital version of the song you purchased, and can work with it without having to deal with the DRM crud.
Mind you, I am not condoning pirating. I just want to be able to burn mix CD's and transfer music to my portable device without constant third-degree interrogation by the DRM police.