WSJ.com - The Mossberg Solution: "Can my iPod play songs I buy from other online stores?
Not directly. Most online stores, including Apple's, use special copy-protected variants of standard music formats. The only one of these copy-protected formats the iPod can play is the one used by Apple's iTunes store. Songs that are sold from other music stores, like Musicmatch or Napster, are in a different copy-protected format.
But if you do have some songs from an incompatible store, there is a workaround that can get them onto your iPod. First, using the software that works with the other store -- like Windows Media Player or Musicmatch -- copy, or 'burn,' the songs in question to a standard audio CD. Then, take the CD, re-insert it into your computer, and launch iTunes. Use iTunes to copy, or 'rip,' the songs into MP3 files. These files are then incorporated into the iTunes library."
Walt Mossberg (unusually) uncritically explains how to work around Apple's strong-arm tactics