DRM is a killer. If anything goes wrong with the licences the media is useless. The licences do not come from Microsoft but from mycokemusic.com. It is intended, and it does, make sharing or copying nigh on impossible.
Like you said, one glitch and the music is gone. Even when it works it will only play in MP10 so you can't download it into your MP3 player even though you paid for it.
You could try contacting mycokemusic.com but I doubt they'll help.
My advice avoid any site that uses DRM like the plague. Before paying for a membership or downloading anything contact the webmaster and ask if he uses DRM, if he does tell him, very politly, where to stick it.