I was prompted to perform a 'Windows Media Player Security Upgrade'. What is this, and how do I complete this process?

The Windows® Media Security Upgrade is a one-time process that must be performed before Microsoft® Windows Media Player® will allow any copyright-protected files to be played. 

The first time that Windows Media Player attempts to open a protected file, it will alert the user that a Security Update must be performed before the file may be opened.  The update takes just a few moments; follow these instructions to complete this one-time task:
  1. While using Internet Explorer, go to:  http://drmlicense.one.microsoft.com/Indivsite/en/indivit.asp?force=1 and click on "upgrade"

OR

  1. While connected to the Internet, open the OverDrive Media Console.
     
  2. Go to Tools > Windows Media Player Security Upgrade.
    The 'Security Upgrade Required' dialog box.
     
  3. Click 'OK' in the 'Security Upgrade Required' dialog box.
    After a few moments, the 'License Acquisition' dialog box will appear.
    At the 'License Acquisition' dialog box, click the 'Play' button.
     
  4. This closes the 'License Acquisition' dialog box, indicating that the security update is complete.