Q: Why can't I burn or transfer my downloaded tracks from the Music Club?
A: Think of the Music Club as a music rental service. As long as your subscription is current, you can download and listen to as much as you would like. If you were to cancel your subscription you would no longer have the ability to play the content that you downloaded. In order to keep things forever, you need to own them. That is what the Digital Music Store is for. When you own a song, you have the innate right to be able to burn that track to a CD or transfer it to a supported portable device.