Copyright protection cannot be removed by users, as it is a legal term with specific rights provided to the maker of the copyright protected material. What you are experiencing is called DRM...digital rights management, which interferes with copying or manipulating the video.
We can help with videos that you have purchased, and Amazon does have an option for purchasing videos online, as well as renting. We cannot help with rented videos.
Unfortunately, I do not know how to work with .wmv files from Amazon that have DRM applied to them. Someone else around here may know however, so check back in on the thread to see if there is a solution.