As for adding it to the cpu? get lost. If iether of the big 2 did it, they would be handing the entire home market to the other on a silver platter.
Actually, as Addius mentioned, both are working on it. Go have a look at the current Intel roadmap and look for LaGrange technology. That's their codename for TCPA/DRM implementations.
TPMs are already shipped in many PCs and laptops, for example most IBM/Lenovo come with a TPM. Same goes for many Samsung notebooks.
The entire performance hardware sector of the industry relies on illegal software. If gamers and home users didnt steal software, they would never be able to afford the gaming upgrade cycle.
Actually, their idea is: If a completely new technology is introduced, you will have to buy completely new hardware as well if you want to run up-date-software.
You will have TCPA-enabled screens, video cards, keyboards and mice, CPUs and mainboards and of course software as well as the entertainment industry profitting from it: Lots of cash for everyone, YAY!
If palidium WERE ever implemented, it would drive software prices down to practically nothing, because every expensive program would be competing against a free open source equivelent.
Again: No. It would probably allow the companies to charge even more. Why? You will need a TCPA enabled OS (running on a TCPA enabled computer - see above) to play your iTunes MP3s because their DRM relies on it. You will need it because your games' copy protection relies on it, same goes for your DVDs. Also, you will need it because you can identify yourself over the internet without a doubt with websites such as eBay or Amazon as TCPA can be used to prevent identity fraud (freedom of choice).
Of course, to run software on a TCPA-enabled computer (using the TPM, which is what the DRM requires), you will need to have your software, especially the OS, certified. Which costs money. Which means: Bye bye, Linux. Bye bye, freeware for that matter because nobody would pay for their software to be certified.
The entire industry knows this. Even microsoft knows that their market share would nosedive if copy protection were perfect. Microsofts only real asset is their monopoly on the consumer OS. If they loose that, they will go the way of apple.
Rumors have it that Apples switched to X86 because of Intel's LaGrange technology allowing DRM (which the music industry and especially the movie industry - Apple is supposed to work on a movie iTunes - asked for) to be used more effectively.
Given that IBM will release a mobile G5 as well as dualcore G5s soon, this seems like a plausible argument to me.
Fun fact: The record companies as well as hollywood love iTunes all out of sudden: For the very first time, it has been shown that people are willing to live with DRM. It has encouraged them, they had memos about this floating around. There were some articles I read about this, I think at heise.de and Slashdot.