Napster is tricking you. You do NOT have in that WMA file something that you can burn to disk!!! Even though you can listen to it over and over again on your computer, you STILL HAVE TO BUY THE SONG to burn it to a disk!!! The $10 or $15 per month does NOT include purchase for burning. You will still have to pay a little under $1.00 US per song for that. They sale package deals which make them cheaper than Apple I-Tunes, but you still have to pay.
I don't know if there is any way around this as yet, but the Napster Software does this. If you did not pay MORE MONEY for the song you are trying to burn, then you indeed do NOT have a license for that particular song in order to burn it to disk.
I KNEW Napster sounded too good to be true, and indeed, it was.