USB/MTP device

Question

My new car stereo takes a USB thumb drive and plays back my existing mp3's fine. When I purchase a song through the music distributing websites however the stereo tells me that song is not supported. The manual says I can play back these songs with Digital Right Management (WMA-DRM10) if I have an MTP device with "USB digital media streaming".My question is: Are there thumb drives or portable hard drives that act like MTP devices or do I have to buy another player of some kind to load my songs and then plug into my car stereo?Thanks,Bill