Why do certain iTunes songs not appear in other programs?

Some of the songs that I have purchased from the iTunes store don't appear in Windows Media Player, and won't appear on game consoles. I've converted the file types to AAC using iTunes. The weird thing is, the songs that don't work seem random. Some songs from the same artist won't work while others will. I've checked all the file extensions and other properties but I just can't find what the difference is between the files that don't work and the ones that will. I've been working on this for a while and not making any progress. Any help would be greatly appreciated.