Arggh-How To Transfer And Play WMA's On A Zen V Plus ?

I am really frustrated. All I want is to pay for music, download it, and play it on my desktop, laptop, and Zen. What an exercise in futility. From what I understand the Zen will play protected WMA's, but the device will not import them. It tells me that is a no-no. But the specs clearly state that it should. Previously I managed to burn the downloaded music to a CD and convert to an MP3 for use. But I can't seem to even do that anymore.

So . . . .

1. How to I get the Walmart music on my Zen?
2. What is the best solution for downloading music and being able to play it on my desktop, my laptop, and my Zen?

Thanks in advance for any help.