To burn those files is tricky, atleast thats what I have read so far. However, there is some good news, there is a program that supports the burning of those files, however, I do not know if it will be burn "protected" or "encrypted" files. You can download the demo and try it. The location is here:http://www.poikosoft.com/
It supports the following formats: MP1, MP2, MP3, Windows Media Audio 8, Windows Media Audio 9, Windows Media Audio 9.1, Ogg Vorbis, MP4, M4A, AAC, FLAC, Musepack, VQF, WAV, AIFF, Monkey's Audio, and Shorten. Also, the Nero Digital (Nero AAC) is supported if you have the Nero Burning ROM installed on your computer.
Try that out and see what happens. I would help you more but just waking up, my brain isn't functioning. If that program does not work, I'll do some more research.