Solution 1:

The files are maybe protected by Windows Media DRM. One solution is to play and record them without DRM with your windows system, another is to use a tool like FreeMe2. You could also burn the files as audio cd and rip them again.

The Free Software Foundation calls it: "Digital Restrictions Management".

Tip: Stop using Windows Media Audio. Use another audio file format such as Mp3 or if you are an idealist Ogg Vorbis. If you love lossless sound you could use FLAC. See also the comparison of audio formats.

defective by design