Well, you can, but you need a program like AnyDVD. Burn the files to a CD, then (with AnyDVD running in the background), rip them back into the format of your choice. (If they're already on a CD, skip the first step...) The DRM protection will be gone. This is not to encourage illegal activity, but I believe that once you buy some music you should be able to do anything legal that you want with it, including tranferring it to various media & devices, changing its format, or anything else for your own personal use.