Login as administrator to rule out the restricted access as being the problem
Enable Cookies
Within Windows Media Player, click on Tools | Options, then select the
Privacy tab. Make sure the following 2 options are checked:
Acquire licenses automatically for protected content
Send unique Player ID to content providers
Click on the Cookies button and check these options;
Select the Privacy tab, and make sure your cookie tolerance is set to Medium
or lower
Select the Security tab, click the Default Level button in the lower right
side. If this button is not active, set the level to Medium
Select the Advanced tab, and make sure the following 2 checkboxes are checked:
Enable Install on Demand (Internet Explorer)
Enable Install on Demand (Other)
Click here to download the latest DRM client. This will download a secure
folder and key ID for your Windows Media Player to your computer from
Microsoft.
If all else fails or if you get an error message that specifically mentions
the DRM components after you've installed the DRM client above, or if you
can't install the DRM client above for any reason, you can remove your DRM
components and licenses and allow Windows Media Player recreate them with the
next use.

For Windows 2000 Professional and Windows XP;
Delete the all files from the folder C:\Documents and Settings\All Users\DRM
For Windows ME;
Delete the all files from the folder C:\Windows\All Users\DRM
For Windows 98 SE;
Delete the all files from the folder C:\Windows\DRM
Click here to download the latest DRM client.

*Note: DRM is a system folder, and you may have to change your Windows
Explorer folder options settings to view the hidden files and folders and
protected system operating files.

Rodney