Sony PCG-TR3AP1 - Manual (Page 179)

Why can't I save music files onto my Memory Stick media?
 Only MagicGate Memory Stick media can be used with copyright protected data, such as music.
 Copyright protected music cannot be checked out to any Memory Stick media other than MG Memory Stick media.
 Using recorded music requires permission of the copyright holders.
 Sony is not responsible for music files that cannot be recorded from a CD or downloaded from other sources.
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