After i have downloaded music to Windows Media player 10 i can sync the tracks to my Samsung YP-Z5 but they will not play, it say`s license error on my mp3 player. Am i doing something wrong
If you are buying tracks from legit sources then it is entirely possible that they come with Digital Rights Management that only allows you to play the tracks on your PC.
You'll probably find on the site you have been using that there is an alternative (and probably higher cost) version of the track that does come with a licence that allows you to burn the track to a CD or load it onto your mp3 player.