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For those Windows users that have asked, this is probably the simplest method to determine if your MP3 or other audio files are DRM protected:

How do I tell whether a file is protected?

There are several ways to tell whether a file is protected:

• If you are in the library and you want to see which items are protected, you can display the Protected column in the Details pane. “Yes” appears in the Protected column beside each file that is protected. To sort by the value in the Protected column, click the column name.

  For information about changing the columns that are displayed in the library, see Change how you display items in the library.

• If you are playing a file that you have downloaded to your computer, right-click the item in the List pane, click Properties, and then click the Media Usage Rights tab. If the file is protected, the license terms appear in the Media usage rights box. If nothing appears in the Media usage rights box, either the file is not protected, the file is protected but the usage rights are not present on your computer, or you are playing a file that is being streamed to your computer over the Internet (for example, you are playing subscription content directly from an online store’s website).

There is plenty more information on the topic available via Windows Media Player DRM: frequently asked questions.