Microsoft has recently issued a security upgrade for Windows Media Player, without which the protected files may not play in certain cases. (The play button will not become active even after acquiring the license.) If you face such an issue, please follow the below links to upgrade the security component of Windows Media Player:

http://drmlicense.one.microsoft.com/Indivsite/en/indivit.asp

http://drmlicense.one.microsoft.com/crlupdate/en/crlupdate.html