iTunes: Music purchased from iTunes Store cannot be burned to MP3 format CD

Playlists with songs purchased from the iTunes Store cannot be burned to an MP3 format CD. When you try to burn an MP3 format CD using a playlist that only has songs purchased from the iTunes Store, this message appears: "None of the items in this playlist can be burned to disc." When you try to burn an MP3 format CD using a playlist that has a mix of songs purchased from the iTunes Store and songs encoded from audio CDs, the burn begins, but the songs purchased from the iTunes Store appear dimmed in the playlist, and are not burned to the disc.
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