We can help with DRM placed on legal downloads. This means you must have a license for these files...a legal right to watch them since you have purchased them.
There are a number of legal download sites, like iTunes and Amazon.com which place DRM on the videos they offer. If you have purchased such a file and cannot play it back at all, you should contact the site from which you have bought the video.
If you wish to make a copy of such a legal download, to save it on a disk or shift formats, you should look into a commercial program called Tunebite.
Edit: Beaten to the punch by olyteddy.