I imagine that the tracks you downloaded are encumbered with some sort of DRM, as you say. The Rhapsody site doesn't even say what format those tracks are in, much less what kind of DRM is used, but it doesn't make a lot of difference, as the empeg supports no DRM. You'll have to figure out some way to remove the DRM from those tracks (probably not likely without reencoding and losing some audio quality) or get those tracks in another, unencumbered form.
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Bitt Faulk