Can't play DRM songs with other softwares

hi, when i try to play songs purchased from itunes store in another software called djay ( on the same machine ) it comes up a window asking me to authorize the computer. i write in username and password and the message says my computer ( 1 out of 5 ) is now authorized but i still can't play the tune, it happens all the time. i've been trough all the help pages ( both itunes and djay) but nothin useful in there. i think it's quite unfair because i bought the song and i should be able to play it on any device i got, it's like buying a cd but you can only play it in the kitchen stereo, not in the bedroom stereo. please get back to me i want to solve this problem, which seems to be all up to itunes, as djay software just "read" the itunes library.
thanx so much