Some time ago, we (I say "we", but I actually mean my SO), signed up for a service to download old time radio shows. So we downloaded a bunch of shows, burned a few to CD, and then stopped subscribing to the service. Then when I tried to burn or just play some of the other downloaded tracks, I found out that you needed a "key", which gets downloaded the first time you play the track...if you are subscribed to the service.
So, some time later, we resubscribed, downloaded all the keys, and then tried to burn some shows to CD. That's when I found out that the DRM in the newly downloaded keys do not allow you to burn the track to CD. There are some "workarounds", one involving buying another program, another involving downgrading Windows Media Player (yeah, it's Windows) from version 11 to 10, downloading the keys again, and running some other program to break the DRM, but I just had to rant that this sucks :-(