Adding a DRM File to Zune

I wasn't sure I could do this, but...

I downloaded an audiobook from the library. It was WMA with DRM protection. That was all that was available. So I started up OverDrive, and was hoping that after I downloaded it to my Windows 7 desktop, I could transfer a working copy to my Zune.

Here's what the OverDrive application looked like after the download:

So from here you select your audiobook on the right (it will turn blue), then the "Transfer" button is active
Select Transfer (after you've plugged in your Zune but close the Zune Software on the Windows 7 machine). OverDrive will go find your Zune and then ask you about downloading.

It shows up on the Zune in a new section called "audiobooks". Wow! Terrific! And it worked!

Update (2/10/2015)
The above method will NOT work with Windows Phones--the only WMA/DRM files that will work on Windows Phones must come via the XBox Music Service.

Using the Overdrive App on Windows Phone does not support WMA/DRM files either.

Please leave a comment if you know of any other device that will play WMA/DRM files checked out from the library.