Sharing downloaded music

Hi. I did a search on this site and can't find an answer and I'd rather check here then M$ tech support. The question:
I bought a few songs from M$ music and tried to copy (file share thru router) them to my gaming P.C. (to add to UT2004 playlist). Well it doesn't work! I get to the point where I log in with my .net password and it searches for a licences but the hourglass just stays on. Anyone know about this?

 

DRM issue (Digital Rights Management). It could be that your firewall is blocking your system from checking the DRM server for Microsoft, and WMP if that is your default music player.

 

Thanks for the reply Brownizs. I have a router, but no software firewall. Do you mean I need to open ports?