Nokia phone & Nokia music protected DRM? How to remove drm

I joined Nokia music and paid and downloaded an album, afterwards it informs me that the music is DRM protected, whatever that is- all I know is its a problem for me.
How on earth do I get this to play on my phone (Nokia E71), I have attempted to drag n drop but the message i recieve tell me I need to buy the music license- what the?
I have scouted around a bit and it says to burn the music to cd to remove the protection and then bring it back to the phone from the cd, Hmm now that sounds way to complicated for transferring Nokia bought music to a Nokia device. its not the right way.. but I was desperate to listen to the album so tried anyway.. Nero won't let me burn the disc as the music is DRM protected.
I wannna listen to this music on my phone or my ipod, how can I get this working- I feel cheated as i have had this album over a week and can so far only listen to it on my laptop.