I've found another solution which is faster than real-time recording ...
When you get the WMAs you're allowed to burn them to CD a number of times. If you do this then you can just rip the CD into whatever format you like.
I've tried this burning the CD using Windows Media Player 10 and then ripping using
Easy CD-DA Extractor to rip to MP3s and these now play anywhere. Of course I have to make sure I don't copy them outside my home network as this would breach the rights I have.
One further strange thing I've found about DRM is that on WinXP the rights are tied to the user account they were originally granted to - so my wife logs on and buys some music, it's there on my PC but when I log on (seperate account as I have admin rights and she doesn't), then I can't play it! Is this copyright control gone crazy or what ?! People will always want to circumvent right management while it stops you from doing things that are patently sensible and could never be construed as breach of copyright.