To help combat the use of pirated media, DRMs were invented. DRM stands for Digital Rights Media and is often attached to a file that gives control on what devices can use the media. If you were trying to burn a CD or DVD and did not have the DRM license for that device you would not be allowed to burn that file. The message would tell you that you do not have "Burn Rights" to do so. However, the only way to burn a "DRM'd" file would be to encode it again without the DRM.
Open Windows Media Player.
Right-click the top bar of the screen, then click "Tools."
Click "Options," then click the "Rip Music" tag.
Uncheck "Copy Protect Music."
Insert the CD or DVD into the drive and rip the files again onto the hard drive. These files will not have the DRM protection and you can use them without issue.
Download software such as the Wondershare Media Converter or AnalogWhole that can convert the DRM protected content into files without the DRM (see Resources).
Open the software you downloaded and add the DRM protected content to the software. This can be done by dragging and dropping the files or by clicking "Add" in the program's window.
Click "Convert" and the software will take care of the rest, creating a new file without the DRM protection.
Use the files you created to burn a CD or DVD in Windows Media Player.