I have just been playing with this along with the trial version of Crossover.
I was after something which could play DRM protected video from www.itv.com ( UK commercial TV website) on a Ubuntu 7.04 box. Having established that there are no native Linux apps, I tried the Wine application. Although I could get IE6 running (also needed because the ITV site uses Flash plugin for controlling WMP), I was unable to get anywhere with getting WMP9 running( I used the ies4linux package for IE6 in case anyone is interested).
Anyway onto Crossover. I downloaded the trial version and installed IE6 from the install windows apps option. No probs with this and it certainly works better than the ies4linux version which seems to have an intermittently flashing screen with IE. I then downloaded WMP9 using IE6 as though I was running normal Windows. This seemed to go OK and when I went to the ITV website, its automatic software detection showed WMP was installed - unfortunately I'd forgotten about Flash so I opened up Crossover to install it. This failed but may well have been because I didnt close down IE until about halfway through. I retried www.itv.com just in case the fail wasn't a "real" one but Flash still wasnt working so I installed it via IE6 download. IE6 crashed shortly afterwards. I went to the BBC website to see if WMP9 would work with non-protected video and clicked on their live news stream. This seemed to start but then prompted for download of an audio codec followed by WMV9 codec. I was just getting a blank video window with garbage alphabetics "tickertaping" along the bottom of teh screen whe it normally shows Buffering etc. I then clicked on "launch in external viewer" which pulled up the remainder of the WMP9 install process. Once this was complete I had video and sound which could be full screened. No probs with the sound but the video was very poor and out of sync. This is probably because I am doing all of this on a 350MHz machine from the last century and its all too much to expect decent video through an emulation layer.
The www.itv.com site continues to crash IE6 but whether this is dodgy Flash ( the detection stuff which was able to detect WMP before Flash went in, can't detect it anymore) or DRM issues ( the site downloads a "security update" which I assume is the info needed for DRM playback), I do not know.
Having established that this box isn't really fast enough to run any WMP video using Crossover, I don't intend to continue trying to get DRM sorted this way. I just thought it was worthwhile to note that you can get WMP9 to "work" by doing a "normal" download from www.microsoft.com using IE6.