No pun or euphemism this time, the title says it all. Years ago Jon Lech Johansen broke the code that prevents DVDs from being played on software that isn't supplied by the movie industry, in an effort to play back store bought DVDs on his linux system. He was sued (with considerable pressure from our friends in the US), and cleared of any wrong doing. To complete the story, needless to say, there was not even one piece of software for linux at the time, supplied/endorsed by the industry, to play DVDs. And there isn't today, as far as I know.
So today people can play DVDs on linux, but not in a legal way (depending on where you live, hopefully not in the US). Jon's work has also given rise to projects like divx, xvid and the general mass distribution of movie titles, because he released the code openly (which made it possible to read DVD discs), and not just in a ready-made application. So much for DVDs.
Let's switch to music. If you buy and mp3 player today, most likely it will only work with the egregious Windows Media Player and put all kinds of restrictions on how you can transfer songs to it and how you can transfer songs from it. Not to mention that it completely kills your choice of what music player to use with your mp3 player. Not only that, most players don't support a free and open format like ogg vorbis, they will support mp3, wma and whatever proprietary bs.
If you buy and iPod, you can use it with iTunes (and probably Windows Media Player), but you certainly cannot use it on linux. That is, until someone wrote the code to allow you access to it. You also don't get to play ogg files. iRiver, the manufacturer I have given much credit (and a couple of sales through recommendations, in fact) switched their newest product lines to the Windows Media Player hell, so now if I buy a new player from them, I can't use it on linux anymore. There are companies that do support (or at least not block) linux on their players, but they're few.
So you see, when you buy a song from iTunes today (which you shouldn't, if you value your freedom), you don't actually own the song. You own it on iTunes and your iPod (and probably Windows Media Player), but no further. Not on your iRiver, not on another device or even music player software. I read a blog entry where someone described how they bought a Seinfeld DVD only to find out it was completely useless to them as the person could not play it in linux, because of DRM restrictions.
DRM (Digital Rights Management), ie. restrictions on how you can use digital content, is an abomination and I encourage anyone buying any kind of digital content to be very vigilant about what exactly they are paying for. Check all labels on the box, ask the salesman if necessary (chances are he won't know much). If you buy online, check the licence agreement (or simply google/wikipedia for an opinion on the company's restriction policy). Above all: research, research, research. Or be stuck with a product you can't use and a store that won't let you return it.