I have heard about high bitrate VBR MP3 and WMA tracks causing issues in certain players, particularly if the bitrate spikes above a level which the player cannot support. For example, if a player does not support MP3 at 320kbps, then if a variable bitrate MP3 is played with a few frames spiking at 320kbps, these will cause playback issues.
If you have been using constant bitrate (CBR), then I'm not fully sure what may be causing the issue, particularly if the song plays fine on your PC. I would seriously recommend giving MP3 a try, as the MP3 format is not as sore on batteries as WMA (in most players). To use the MP3 format, you need to you have the file lame_enc.dll on your PC. Have a search for this file as it usually comes with Winamp, Nero and several other software packages that use LAME as its encoding engine. If you don't have this dll, this can be downloaded from Rarewares.org (go into the MP3 section).
The WMA DRM support means that the player will support DRM protected tracks, such as music purchased from Napster. Note that unless it has "PlaysForSure" support, it will not play unlimited subscription based WMA DRM music as far as I recall.