Apparently iTMS songs that you purchase have DRM added locally after purchase (or something to that effect). In any event, the infamous hacker Jon Johansen has created a new interface for iTMS that allows you to purchase songs without DRM (yes, you still have to pay for the songs). The interface is called PyMusique (the site is getting tons of hits and probably can't keep up with the bandwidth demands) and for the few hours that it works while Apple engineers scramble to block it (and Apple lawyers scramble for an injunction), I'm sure it will be pretty popular.
I will note here that in the fine print of the iTMS user agreement there is this statement:
âYou will not access the Service by any means other than through software that is provided by Apple for accessing the Service.â