Greetings!
The problem is iTunes music services don't allow to manage your purchased music freely, and the only place you can play a file purchased through the music service is on a computer with iTunes that is authorized under your account!
Here's an interesting soft to cut the DRM scheme -
http://www.soundtaxi.info/
As regards Napster music service the situation is the same.
Are there any Soundtaxi users?
Cheers
