There are serveal protected DRM audio types, like M4P, M4A, M4B and WMA. If you don't have a license to play them, you can't do anything. But if you purchase the files, and you will find you are not allowed to use it in other programs or devices.
There are some ways to get rid of DRM.
(1) Burn them to a cd and rip. Well, it's simple, however, if you have many files to burn, that would be an expensive cost.
(2)Noteburner is a program which uses a virtual cd burner and "burn" the DRM files to plain mp3, wav, wma files. It also convert all kinds of unprotected audio types.
(3)Notecable is a program which use a virtual sound card to record the audio stream and out as mp3, wav, wma files. It also convert all kinds of unprotected audio types.
(4)Other program like tunebite, soundtaxi... These two won't convert unprotected audio types.