Your friend is probably right, but this is not such a big problem,you're not the first person to have issues with protected files.There are some softs on the market that convert protected files.After you convert them, there shouln't be anymore problems and you will be able to listen to those files on your mp3 player.I use one called
tunebite,it is quite easy to use and you should be able to learn pretty fast how to use it.Hope I was of some help.Cheers.