You can play music from urge only if is DRM free, that mean not copy protected, if they have drm they may not play. this is why we need the RIAA to get rid of DRM on online music.
you can use programs like Tunebite or freeware open source apps like Audacity to remove the DRM from your legally purchased files. link to more info http://all-streaming-media.com/remove-DRM-protection/
