This happened to me about 4 months ago, we thought the whole neigborhood was going to go up, the guy upstairs bailed out the window, but his dod didn't make it :(.
Hah sorry for the spelling errors!
So you can see if your purchased music is a Plus song by finding it in the iTunes store and looking for the + in a square next to "Buy Song".
I sware you can burn iTunes Plus songs.
And to the people who posted above, even if you find the file in your music folder or what ever, its still a protected file.