You're kidding right?
I have never had any problems playing the files I've paid for. Ever. Protected or not.
Just because you can download mp3's "for free" doesn't mean you're getting a file of better quality than when you de-DRM a WMA or MP3 purchased via iTunes, Napster or Yahoo . . . how would the goods fail to do what they're meant to do? If "you" (all of the you's out there) can't follow the suggestions as to how to de-DRM a file that have been listed here and other places, maybe "you" should just stick to buying CDs.