Upgrading US Nokia N95 to v20 firmware, Part IV, Copy Protected WMAs Working!
To get copy-protected WMAs (Rhapsody, Napster, etc.) working after upgrading your firmware, you must re-format the SDHC card. Obviously, you'll need to back up the card before doing this. You must use the formating function on the phone. This is found in the Tools folder > Utilities > Memory. Then choose Options > Format Memory card. After formatting, I just copied my data files back over to the card. (I didn't copy everything that was originally on the card since a lot of it was put there by the system.)
My guess is that this probably would have worked even when I had the European v20 firmware installed; however, since I've switched to the US version–if there even is a difference–I cannot confirm.