It's because you have probably selected "automatic updates on" in Windows XP, which automaticly installed Windows Media Player 9. Oh sure, you can uninstall Windows Media Player 9, but you'll never get rid of DRM.
My advise (what I'm about to do):
1. Back-up your non-system and program files on a separate FAT32 partition.
2. Make an ext3 partition.
3. FORMAT C: the partition with Windows.
4. Install Windows 98 SE or Windows XP (without the updates this time!).
5. Install Linux on the ext3 partition.
6. Configure GNU Grub so you can choose between Linux or Windows to at start-up.
When you've done this, you'll only have to woory about Windows when your going to play a game that doesn't work in Linux. But of course, this is what I should do