As an addendum to R's post:
1. If you do have the DRM kit installed, Sony have a form you can fill out to receive uninstall instructions.
Clickety Click There is also a patch availble for download however you should
USE THIS PATCH AT YOUR OWN RISK Sony have NOT i repeat NOT fully tested this patch. i have just spoken to Microsoft UK and they are refusing outright to certify the patch as safe for use on windows.
2. If you purchase a CD, you own the cd, you do NOT merely license the music. Sony DRM license agreement changes this.
Clickety Click for more on this
3. To find out what CD's are known to be infected and how to spot dodgy CD's
Clickety Click
And finally, ignore what Sony say about you not being able to play your CD's on the computer if they have this kit and you don't install it. There are ways around this
EDIT> 4. The software that Sony installs also regularly contacts the Sony website (bypassing any firewalls you run) to check for updating info adn send Sony information about what CD you have been playing.