Is it possible to transfer secure WMA files to a minidisk player?

Most of the music download companies where you purchase music offer the downloads as WMA files with license info so you can burn the music to your own CD. I can burn the CDs with no problem, but I can't transfer them to my Sony minidisk. It uses OpenMG technology and can't find the license info when I try to transfer it to minidisk.

Is this even possible? I'm trying to purchase music I can then use with the VSM/minidisk.

Tim