I had no idea that iTunes files have DRM protection until I needed to copy some files from my friend's library to my iPod.  I was very dissapointed and after some kind of research I foud a great solution.   
Drm-Removal is simple and easy to use software that is able to 
convert any media files to common formats, and remove DRM protection.  If you have any problem with DRM protected files, i recommend you to try Drm-Removal.