One of the most popular questions I get from friends and co-workers is “how do a put an iTunes/Napster/etc. song on my MP3 Player/CD/etc.” The “lock down” factor here is something called DRM, and that’s a much bigger subject than I care to tackle.
However, smart programmers are finding gaps in the DRM system. The most interesting of these exploits is a little program called TuneBite. Instead of cracking the DRM, TuneBite runs in the background and re-records the songs as the music is played by your system's sound system--just like an old school dual tape deck.
It’s interesting because they aren’t really circumventing the copy protection and they might even be covered under the Audio Home Recording Act.
Anyway, I haven’t used it, but I certainly recommend the idea.