Steve Zellers' Radio Weblog says:
When your MP3 player goes to play one of these things, it checks to see if you played it before. If not, it puts up a dialog:
Do you have the rights to play this music?
If the user clicks no, it takes them to a website where they can perhaps acquire said rights. If they say Yes, then they'll not be asked again.
Again, this makes the default assumption that users are thieves. Groping towards a sensible idea, but still annoying enough to be worth subverting.