A while back people sold music with DRM. Don’t ask. It turns out that it is terribly easy to find these files:
mdfind kMDItemContentType == com.apple.protected-mpeg-4-audio
in a terminal window will list all purchased music. Apple did with Spotlight what Microsoft was known for in the 90s: Releasing a great concept. Hardly working / usable in it’s first Version, but then getting it right in the later updates. Spotlight is actually quiet useful under OS X 10.5.