I'm not sure about WM DRM, but Microsoft's new DRM technology, called PlayReady, supports pre-delivery of licenses even outside the browser if you use the PlayReady PC SDK. Sample code is very difficult to obtain, since they issue an SDK license only to licenses, and licenses are quite expensive.
As I said, I'm not sure if WM DRM can handle this scenario, but I believe (I believe with emphasis) that it is not.
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