Can't play purchased song immediately after purchase - says i am not authorised

I have just bought 3 songs from iTunes. The first song asked me to enter the password for my iTunes account which I did. I then went to another artist and purchased two tracks. When they had all downloaded I went to play them. Started the last track purchased then added the second finally the first. The first two played (3rd and 2nd bought) fine then the third (1st - still with me) says " You are not authorised to play xxxxxxxx Would you like to authorise it?" and it asks me for my Apple ID and Password - I enter it and it tells me that I am already authorised. So I try and play the track and we go back to "You are not......."

It appears on my list of music on iTunes which has happened before with an album I bought when iTunes first came out but I had a different ID but this is immediate. It even shows in my purchases!

Help please