Is it definately some DRM shit stopping you deleting them? MP3's don't really do DRM, hence iTunes store using AAC and stuff. I'm not even sure if DRM MP3's exist (This may be me being retarded), but if they do, you are unlikely to be getting them off bittorrent. On top of that, DRM certainly shouldn't stop you deleting them, just playing them. It sounds more like a permissions problem, but if you're on Windows I know nothing.
What does the error message say, exactly?