I wrote these myself, hope someone find them useful!!
Will put one-per-post so I don't make it messy.
How To Convert 'Protected' WMA's to MP3 (Can also be used for other formats)
Even though it's all over the internet, I discovered this by experimenting. Sometimes, you need to fiddle around with the settings, but it ought to work.
I intend this tutorial to be used for LEGAL purposes, as in backing up your music or putting onto an MP3 player.
1. Download
Audacity. It's free!
2. Find the protected song. Hopefully, you already have the 'license' for it, because you need to play it.
3. Now, you have Audacity open. This should be in one of the toolbars at the top.

See the little slider beside the microphone? Put it at 0.1.
And the drop-down menu, change it to "Stereo Mix."
4. Press Record. This is the big red circle.
5. Start playing the song. When the song ends, switch back to Audacity, and click Stop (The yellow square.)
6. Edit out any 'dead air,' as I call it. That's the silence before and after the song.
Now you have two options.
7a. To convert directly to MP3, you need some DLL. I don't remember the name of it, but if you don't have it, it will show a message.
7b. You can also convert to WAV, and use another program to convert it to MP3. I've heard this can cause lower quality, though.
To convert to either format, you go to the File menu.