@Behodar: There is no copy protection, but it's in AAC format. Most devices can play AAC so it's probably worth giving it a go (there are certain to be test files available online) as it apparently has better sound quality than MP3 too.
Pretty sure there is (at least there used to be) an option in iTunes where you could download music from the iTunes store in AAC format, then right click the track in your iTunes music library and select something like "Create MP3 version".