The files from Napster and other subscription services use DRM technology to make them expire at some point.
I suppose you could extract them or change their format, but it would be a major, major pain.
] If they play on your computer, you can change the format... Anything that goes through your sounnd card can be rerecorded to wav or MP3... But as you pointed out, it is sorta a pain in the butt..
Polderbits (www.polderbits.com) will record any sound that goes through a sound card.