DRM with Digital Copy Movies in Windows media player

[Burger2go]

Hello..
New to this forum and the whole DRM thing w.r.t purchased movies with digital downloads.

Problems;
1. When targeting Windows as the recipient, had to upgrade DRM for digital download to proceed.
2. digital downloaded file winds up on C-Drive in "my videos" folder automatically- no choice to specify location.
3. Tried to copy to new location within my PLEX library but won't play. Looks like its scrambled.
4. Tried to convert file from WMV to MKV and it does not play either.
All I want to do is to add this digital file to my PLEX library to be able to stream it to my PLEX clients.
5. I see several comments on SW to remove the DRM from the files but which one will work?

Can anyone offer a suggestion how to fix this. Otherwise, unless digital copies of purchased movies go to ultraviolet account or similar, I see no point in "downloading" these files to my C drive.
I will delete it if I cannot fix it.

Thanks IN advance for any help you can offer.

Environment:

Windows 7 Pro SP2
Windows media player 12.0.7601.18526