If you need to enter ID/password after trying to play downloaded files, then it is indeed DRM.

Most screen capture programs can record video with audio. If you don't have a Stereo Mix / Wave-Out Mix / What U Hear (especially in Windows Vista, Windows 7 or if your sound card doesn't allow to play and record sound at the same time), then you can still record video with sound using software like Replay Video Capture or WM Capture