Music you purchased from MSN is digitally protected and requires a license file to play. You should have received a license automatically when you purchased content or attempted to play it for the first time however there may be situations where this doesn't happen. For example if the licensing server is temporarily unavailable, or if you are having problems with your Internet connection a license cannot be delivered. Please ensure that:
The song has downloaded fully to your computer.
You have a working connection to the Internet.
You are logged in to MSN Music.
You are running the latest version of Windows Media Player.
If problems persist, please make note of any error messages, and the specific steps that replicate the problem and Entertainment: Get technical support for further assistance.